+162.0%
SO vs WAB
+282.7%
-120.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -2.5% | -4.6% | +2.1% | -1.7% |
| 3M | -4.2% | +5.6% | -9.8% | -5.3% |
| 6M | -7.7% | +13.8% | -21.5% | -10.1% |
| YTD | +3.8% | +31.9% | -28.1% | -1.6% |
| 1Y | +0.1% | +48.3% | -48.2% | -7.3% |
| 3Y | +44.2% | +167.1% | -122.9% | +17.4% |
| 5Y | +57.9% | +222.9% | -165.0% | +22.4% |
| 10Y | +162.0% | +289.9% | -127.9% | +78.0% |
| All | +162.0% | +282.7% | -120.7% | +78.0% |
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