+562.3%
SE vs WAB
+289.4%
+272.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -18.1% | -5.9% | -12.2% | -15.9% |
| 3M | +30.6% | +9.4% | +21.3% | +24.3% |
| 6M | +20.8% | +13.8% | +6.9% | +12.3% |
| YTD | -15.6% | +31.8% | -47.3% | -26.8% |
| 1Y | -44.2% | +48.5% | -92.7% | -54.3% |
| 3Y | +181.5% | +167.0% | +14.6% | +76.3% |
| 5Y | -66.9% | +222.3% | -289.2% | -80.4% |
| All | +562.3% | +289.4% | +272.9% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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