+101.7%
SMR vs WAB
+168.8%
-67.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.3% |
| 7D | -8.3% | +5.1% | -13.3% | -13.6% |
| 30D | -20.1% | +4.0% | -24.1% | -23.4% |
| 3M | -52.7% | +0.1% | -52.8% | -52.8% |
| 6M | -61.0% | +12.8% | -73.8% | -67.2% |
| YTD | -67.1% | +40.1% | -107.2% | -79.6% |
| 1Y | -79.9% | +46.4% | -126.2% | -88.3% |
| 3Y | +101.7% | +167.4% | -65.6% | -57.8% |
| All | +101.7% | +168.8% | -67.1% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling