+58.7%
SO vs WAB
+231.1%
-172.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.0% | +1.7% | -0.6% | +0.8% |
| 30D | -3.2% | -2.4% | -0.8% | -2.9% |
| 3M | -1.7% | +9.7% | -11.4% | -3.1% |
| 6M | -7.2% | +16.5% | -23.7% | -9.3% |
| YTD | +4.6% | +33.7% | -29.2% | +0.2% |
| 1Y | +1.2% | +49.7% | -48.5% | -4.7% |
| 3Y | +45.3% | +170.9% | -125.7% | +18.7% |
| 5Y | +58.7% | +228.0% | -169.3% | +23.6% |
| All | +58.7% | +231.1% | -172.3% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling