+447.8%
SN vs WAB
+156.2%
+291.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.5% |
| 7D | +1.5% | +5.1% | -3.5% | -2.2% |
| 30D | +21.5% | +4.0% | +17.5% | +17.4% |
| 3M | +20.0% | +0.1% | +19.9% | +19.2% |
| 6M | +119.9% | +12.8% | +107.1% | +95.5% |
| YTD | +102.3% | +40.1% | +62.2% | +49.2% |
| 1Y | +148.0% | +46.4% | +101.6% | +76.6% |
| 3Y | +450.0% | +167.4% | +282.6% | +147.7% |
| All | +447.8% | +156.2% | +291.6% | +181.0% |
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