+51.6%
SW vs WAB
+168.1%
-116.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.4% |
| 7D | +12.1% | +4.5% | +7.5% | +8.8% |
| 30D | +6.6% | +1.1% | +5.5% | +5.6% |
| 3M | -6.0% | -1.3% | -4.7% | -5.5% |
| 6M | +21.5% | +12.7% | +8.7% | +11.6% |
| YTD | +20.3% | +38.7% | -18.3% | -2.9% |
| 1Y | +28.1% | +44.9% | -16.8% | +0.7% |
| All | +51.6% | +168.1% | -116.6% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling