+743.1%
SW vs WAB
+1,316.8%
-573.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.9% |
| 7D | +12.1% | +4.5% | +7.5% | +11.4% |
| 30D | +6.6% | +1.1% | +5.5% | +6.4% |
| 3M | -6.0% | -1.3% | -4.7% | -5.9% |
| 6M | +21.5% | +12.7% | +8.7% | +19.5% |
| YTD | +20.3% | +38.7% | -18.3% | +15.5% |
| 1Y | +28.1% | +44.9% | -16.8% | +22.4% |
| 3Y | +51.6% | +169.0% | -117.4% | +36.3% |
| 5Y | -0.1% | +229.7% | -229.8% | -12.1% |
| 10Y | +189.7% | +309.6% | -119.9% | +145.4% |
| All | +743.1% | +1,316.8% | -573.7% | +519.2% |
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 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