+139.0%
SN vs WAB
+47.8%
+91.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.4% |
| 7D | +7.6% | +4.0% | +3.5% | +4.9% |
| 30D | +22.4% | +6.3% | +16.1% | +17.5% |
| 3M | +21.7% | +3.3% | +18.4% | +18.8% |
| 6M | +102.8% | +14.5% | +88.4% | +80.2% |
| YTD | +102.4% | +42.7% | +59.7% | +35.2% |
| 1Y | +139.0% | +45.2% | +93.8% | +55.5% |
| All | +139.0% | +47.8% | +91.2% | +55.5% |
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