+27.1%
SW vs WAB
+39.3%
-12.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -2.3% |
| 7D | +2.3% | +1.4% | +0.9% | +0.9% |
| 30D | +6.8% | +0.4% | +6.4% | +5.7% |
| 3M | -5.2% | -3.8% | -1.4% | -2.8% |
| 6M | +7.4% | +5.1% | +2.3% | +1.6% |
| YTD | +17.4% | +33.3% | -15.9% | -13.3% |
| 1Y | +27.1% | +39.8% | -12.7% | -10.7% |
| All | +27.1% | +39.3% | -12.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling