+0.8%
SO vs WAB
+49.8%
-49.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +1.0% | +1.7% | -0.6% | +0.9% |
| 30D | -3.2% | -2.4% | -0.8% | -3.0% |
| 3M | -1.7% | +9.7% | -11.4% | -2.6% |
| 6M | -7.2% | +16.5% | -23.7% | -7.9% |
| YTD | +4.6% | +33.7% | -29.2% | +4.0% |
| All | +0.8% | +49.8% | -49.0% | +0.9% |
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