+182.7%
SW vs WAB
+287.6%
-105.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.3% |
| 7D | +2.3% | +1.4% | +0.9% | +2.0% |
| 30D | +6.8% | +0.4% | +6.4% | +6.6% |
| 3M | -5.2% | -3.8% | -1.4% | -4.5% |
| 6M | +7.4% | +5.1% | +2.3% | +6.3% |
| YTD | +17.4% | +33.3% | -15.9% | +11.3% |
| 1Y | +27.1% | +39.8% | -12.7% | +19.5% |
| 3Y | +47.9% | +161.1% | -113.2% | +28.6% |
| 5Y | -2.6% | +209.5% | -212.0% | -17.2% |
| All | +182.7% | +287.6% | -105.0% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling