+1.5%
SMR vs WAB
+210.6%
-209.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.7% | -0.2% | +4.9% | +5.0% |
| 30D | +3.2% | -5.9% | +9.1% | +9.0% |
| 3M | +9.9% | +9.4% | +0.5% | -0.3% |
| 6M | -15.1% | +13.8% | -29.0% | -25.3% |
| YTD | -27.9% | +31.8% | -59.7% | -44.8% |
| 1Y | -70.2% | +48.5% | -118.8% | -79.5% |
| 3Y | +72.5% | +167.0% | -94.5% | -10.6% |
| All | +1.5% | +210.6% | -209.1% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling