+23.6%
SYY vs WAB
+221.8%
-198.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -1.7% | -4.1% | +2.3% | -0.4% |
| 3M | +5.2% | +8.2% | -3.0% | +1.6% |
| 6M | -0.2% | +15.4% | -15.6% | -6.1% |
| YTD | +15.4% | +33.1% | -17.8% | +3.0% |
| 1Y | +5.6% | +48.1% | -42.5% | -9.7% |
| 3Y | +28.9% | +167.7% | -138.9% | -17.9% |
| All | +23.6% | +221.8% | -198.2% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling