+2,758.4%
SO vs WAB
+4,103.0%
-1,344.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| YTD | +8.5% | +33.3% | -24.8% | +4.5% |
| 1Y | +4.9% | +39.8% | -34.9% | +0.4% |
| 3Y | +47.9% | +161.1% | -113.1% | +30.3% |
| 5Y | +75.7% | +209.5% | -133.8% | +50.7% |
| 10Y | +178.0% | +293.8% | -115.8% | +124.1% |
| All | +2,758.4% | +4,103.0% | -1,344.7% | +1,628.7% |
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