+196.4%
SO vs WAB
+266.7%
-70.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.4% |
| 7D | +1.4% | +5.1% | -3.7% | +0.5% |
| 30D | +4.7% | +4.0% | +0.7% | +3.9% |
| 3M | +1.7% | +0.1% | +1.6% | +1.5% |
| 6M | +2.2% | +12.8% | -10.6% | -0.4% |
| YTD | +10.0% | +40.1% | -30.1% | +2.9% |
| 1Y | +6.0% | +46.4% | -40.3% | -1.7% |
| 3Y | +54.1% | +167.4% | -113.3% | +24.8% |
| 5Y | +79.6% | +215.0% | -135.4% | +39.1% |
| All | +196.4% | +266.7% | -70.2% | +96.1% |
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