+2,627.4%
SO vs WAB
+4,092.2%
-1,464.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | -4.6% | -4.4% | -0.1% | -4.1% |
| 3M | -3.0% | +7.9% | -10.9% | -4.0% |
| 6M | -8.3% | +8.7% | -17.0% | -9.4% |
| YTD | +3.5% | +33.0% | -29.4% | -0.2% |
| 1Y | -0.9% | +46.7% | -47.6% | -5.7% |
| 3Y | +45.4% | +153.0% | -107.6% | +28.6% |
| 5Y | +59.6% | +222.3% | -162.7% | +36.4% |
| 10Y | +156.6% | +291.0% | -134.4% | +107.2% |
| All | +2,627.4% | +4,092.2% | -1,464.8% | +1,551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling