+589.4%
SE vs WAB
+293.0%
+296.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -6.1% | -3.2% | -2.9% | -4.7% |
| 30D | -2.5% | -4.4% | +2.0% | -0.5% |
| 3M | +21.7% | +7.9% | +13.9% | +16.6% |
| 6M | +27.0% | +8.7% | +18.3% | +20.5% |
| YTD | -12.1% | +33.0% | -45.1% | -24.1% |
| 1Y | -40.9% | +46.7% | -87.6% | -51.4% |
| 3Y | +191.0% | +153.0% | +38.0% | +86.6% |
| 5Y | -68.3% | +222.3% | -290.6% | -81.3% |
| All | +589.4% | +293.0% | +296.3% | +269.0% |
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