+2,335.2%
SYY vs WAB
+4,092.2%
-1,757.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.3% | -3.2% | +0.9% | -1.6% |
| 30D | -4.9% | -4.4% | -0.5% | -4.0% |
| 3M | +8.4% | +7.9% | +0.5% | +6.1% |
| 6M | -7.4% | +8.7% | -16.1% | -9.5% |
| YTD | +11.0% | +33.0% | -22.0% | +3.5% |
| 1Y | -0.2% | +46.7% | -46.9% | -9.2% |
| 3Y | +23.8% | +153.0% | -129.2% | -1.5% |
| 5Y | +18.1% | +222.3% | -204.1% | -11.4% |
| 10Y | +94.6% | +291.0% | -196.4% | +36.2% |
| All | +2,335.2% | +4,092.2% | -1,757.0% | +1,037.0% |
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