-10.2%
WM vs SUNB
+1.6%
-11.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -0.5% |
| 7D | -1.2% | +9.4% | -10.6% | -1.0% |
| 30D | -4.5% | -6.9% | +2.4% | -4.5% |
| 3M | -2.2% | -11.3% | +9.1% | -1.9% |
| 6M | -11.5% | -1.8% | -9.7% | -12.2% |
| All | -10.2% | +1.6% | -11.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 10y: compounded portfolio wealth divided by compounded SUNB 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…
10y analysis · Full analysis span regression · 6 months rolling