+49.3%
SW vs WAB
+153.1%
-103.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +2.1% |
| 7D | +4.7% | -2.5% | +7.1% | +6.2% |
| 30D | +5.0% | -4.4% | +9.4% | +7.7% |
| 3M | -7.3% | -5.9% | -1.4% | -4.0% |
| 6M | +15.0% | +5.9% | +9.0% | +9.8% |
| YTD | +18.5% | +30.9% | -12.4% | -0.9% |
| 1Y | +27.1% | +35.8% | -8.7% | +4.0% |
| All | +49.3% | +153.1% | -103.9% | -23.2% |
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