+365.7%
SE vs WAB
+294.0%
+71.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | +2.0% | +1.4% | +0.6% | +1.4% |
| 30D | -20.0% | +0.4% | -20.4% | -20.1% |
| 3M | -31.8% | -3.8% | -27.9% | -30.6% |
| 6M | -15.9% | +5.1% | -21.0% | -18.6% |
| YTD | -40.6% | +33.3% | -74.0% | -48.8% |
| 1Y | -50.7% | +39.8% | -90.5% | -58.4% |
| 3Y | +70.3% | +161.1% | -90.8% | +7.8% |
| 5Y | -78.8% | +209.5% | -288.3% | -87.3% |
| All | +365.7% | +294.0% | +71.7% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling