+113.8%
SYY vs WAB
+296.8%
-183.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -1.7% | -4.1% | +2.3% | 0.0% |
| 3M | +5.2% | +8.2% | -3.0% | +0.8% |
| 6M | -0.2% | +15.4% | -15.6% | -7.5% |
| YTD | +15.4% | +33.1% | -17.8% | +0.2% |
| 1Y | +5.6% | +48.1% | -42.5% | -13.0% |
| 3Y | +28.9% | +167.7% | -138.9% | -22.5% |
| 5Y | +24.1% | +225.7% | -201.6% | -33.6% |
| All | +113.8% | +296.8% | -183.0% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling