-46.0%
SE vs WAB
+45.8%
-91.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | 0.0% | +4.0% | -4.0% | -0.7% |
| 30D | -19.4% | +6.3% | -25.7% | -20.2% |
| 3M | -33.1% | +3.3% | -36.4% | -33.6% |
| 6M | -11.4% | +14.5% | -25.9% | -13.0% |
| YTD | -39.8% | +42.7% | -82.5% | -43.5% |
| All | -46.0% | +45.8% | -91.8% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling