+455.3%
SN vs WAB
+156.4%
+298.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | -0.9% |
| 7D | +7.6% | +4.0% | +3.7% | +4.3% |
| 30D | +24.1% | +4.5% | +19.6% | +19.5% |
| 3M | +23.7% | +2.3% | +21.4% | +20.8% |
| 6M | +105.5% | +12.5% | +93.0% | +83.3% |
| YTD | +105.1% | +40.2% | +64.9% | +51.3% |
| 1Y | +148.3% | +45.2% | +103.1% | +78.1% |
| 3Y | +438.7% | +171.8% | +266.9% | +139.5% |
| All | +455.3% | +156.4% | +298.9% | +184.9% |
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