+52.6%
SN vs WAB
+47.5%
+5.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +0.1% | +1.7% | -1.5% | -0.9% |
| 30D | -5.6% | -2.4% | -3.2% | -4.2% |
| 3M | +48.1% | +9.7% | +38.4% | +36.8% |
| 6M | +57.6% | +16.5% | +41.1% | +36.8% |
| YTD | +56.5% | +33.7% | +22.8% | +24.6% |
| 1Y | +52.6% | +49.7% | +2.9% | +18.7% |
| All | +52.6% | +47.5% | +5.0% | +18.7% |
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