+77.0%
SO vs WAB
+203.5%
-126.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | +8.1% | +0.4% | +7.7% | +7.9% |
| 3M | +0.2% | -3.8% | +4.1% | +0.6% |
| 6M | +0.4% | +5.1% | -4.7% | -0.6% |
| YTD | +8.5% | +33.3% | -24.8% | +3.9% |
| 1Y | +4.9% | +39.8% | -34.9% | -0.2% |
| 3Y | +47.9% | +161.1% | -113.1% | +21.6% |
| All | +77.0% | +203.5% | -126.5% | +42.3% |
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