+7.5%
SMR vs WAB
+210.8%
-203.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.0% |
| 7D | +13.1% | +0.2% | +12.8% | +12.9% |
| 30D | +17.8% | -4.6% | +22.3% | +22.9% |
| 3M | +8.1% | +5.6% | +2.5% | +1.5% |
| 6M | -11.1% | +13.8% | -24.9% | -21.8% |
| YTD | -23.7% | +31.9% | -55.6% | -41.6% |
| 1Y | -69.4% | +48.3% | -117.7% | -78.9% |
| 3Y | +82.6% | +167.1% | -84.5% | -5.4% |
| All | +7.5% | +210.8% | -203.4% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling