+194.9%
SO vs WAB
+288.7%
-93.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -0.1% | +4.0% | -4.1% | -0.8% |
| 30D | +8.7% | +6.3% | +2.4% | +7.4% |
| 3M | +3.4% | +3.3% | +0.1% | +2.6% |
| 6M | +3.7% | +14.5% | -10.8% | +0.8% |
| YTD | +10.0% | +42.7% | -32.6% | +2.6% |
| 1Y | +6.6% | +45.2% | -38.6% | -1.0% |
| 3Y | +52.5% | +173.8% | -121.3% | +23.0% |
| 5Y | +76.1% | +223.8% | -147.7% | +35.7% |
| 10Y | +194.9% | +280.5% | -85.6% | +96.1% |
| All | +194.9% | +288.7% | -93.9% | +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