+5.6%
WM vs SUI
-1.8%
+7.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.5% | -1.1% |
| 7D | +5.9% | +10.0% | -4.1% | +0.5% |
| 30D | +15.4% | +8.4% | +7.0% | +10.9% |
| 3M | +6.3% | +0.7% | +5.7% | +5.3% |
| 6M | +5.6% | -0.9% | +6.5% | +4.1% |
| All | +5.6% | -1.8% | +7.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling