+142.2%
SN vs WAB
+45.2%
+96.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | -0.2% |
| 7D | +7.6% | +4.0% | +3.7% | +4.9% |
| 30D | +24.1% | +4.5% | +19.6% | +20.4% |
| 3M | +23.7% | +2.3% | +21.4% | +21.5% |
| 6M | +105.5% | +12.5% | +93.0% | +84.6% |
| YTD | +105.1% | +40.2% | +64.9% | +38.5% |
| All | +142.2% | +45.2% | +96.9% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling