+755.0%
SW vs WAB
+1,258.6%
-503.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | -5.1% | -3.2% | -1.9% | -4.6% |
| 30D | -4.6% | -4.4% | -0.1% | -4.0% |
| 3M | +9.4% | +7.9% | +1.5% | +8.3% |
| 6M | +3.5% | +8.7% | -5.2% | +2.4% |
| YTD | +22.0% | +33.0% | -10.9% | +17.9% |
| 1Y | +2.2% | +46.7% | -44.4% | -2.5% |
| 3Y | +19.6% | +153.0% | -133.4% | +8.4% |
| 5Y | -2.3% | +222.3% | -224.6% | -13.6% |
| 10Y | +181.4% | +291.0% | -109.6% | +139.8% |
| All | +755.0% | +1,258.6% | -503.6% | +532.0% |
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