-2.7%
SMCI vs WAB
+48.2%
-50.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.7% |
| 7D | +6.8% | -3.2% | +10.0% | +11.0% |
| 30D | +30.6% | -4.4% | +35.0% | +37.4% |
| 3M | -15.6% | +7.9% | -23.4% | -22.0% |
| 6M | +21.3% | +8.7% | +12.5% | +9.0% |
| YTD | +35.3% | +33.0% | +2.3% | +4.3% |
| 1Y | -2.7% | +46.7% | -49.4% | -27.6% |
| All | -2.7% | +48.2% | -50.9% | -27.6% |
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