+2,262.2%
SYY vs WAB
+4,316.0%
-2,053.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +0.3% | +5.1% | -4.8% | -0.8% |
| 30D | -4.8% | +4.0% | -8.8% | -5.8% |
| 3M | -7.1% | +0.1% | -7.2% | -7.3% |
| 6M | +6.8% | +12.8% | -6.0% | +3.3% |
| YTD | +7.7% | +40.1% | -32.4% | -1.0% |
| 1Y | +5.7% | +46.4% | -40.7% | -3.8% |
| 3Y | +24.6% | +167.4% | -142.8% | -2.3% |
| 5Y | +15.6% | +215.0% | -199.4% | -13.1% |
| 10Y | +87.9% | +269.2% | -181.3% | +32.1% |
| All | +2,262.2% | +4,316.0% | -2,053.8% | +987.6% |
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