-46.2%
SE vs WAB
+42.5%
-88.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -0.5% | +5.1% | -5.6% | -1.4% |
| 30D | -20.9% | +4.0% | -24.9% | -21.4% |
| 3M | -38.9% | +0.1% | -39.0% | -39.2% |
| 6M | -19.4% | +12.8% | -32.2% | -20.6% |
| YTD | -40.9% | +40.1% | -81.0% | -43.6% |
| 1Y | -46.2% | +46.4% | -92.6% | -48.4% |
| All | -46.2% | +42.5% | -88.7% | -48.4% |
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