+439.5%
SN vs WAB
+143.9%
+295.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +1.3% |
| 7D | +7.2% | +1.4% | +5.8% | +5.8% |
| 30D | +20.4% | +0.4% | +20.0% | +19.5% |
| 3M | +23.9% | -3.8% | +27.8% | +26.8% |
| 6M | +93.0% | +5.1% | +88.0% | +81.6% |
| YTD | +99.2% | +33.3% | +65.9% | +52.6% |
| 1Y | +142.6% | +39.8% | +102.8% | +78.9% |
| 3Y | +398.8% | +161.1% | +237.7% | +128.6% |
| All | +439.5% | +143.9% | +295.6% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling