+46.7%
WAB vs SM
+36.8%
+9.9%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.6% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | -4.4% | +25.6% | -30.0% | -3.5% |
| 3M | +7.9% | +8.0% | -0.2% | +8.6% |
| 6M | +8.7% | +50.8% | -42.1% | +8.1% |
| YTD | +33.0% | +97.9% | -64.9% | +28.1% |
| 1Y | +46.7% | +33.8% | +12.8% | +44.3% |
| All | +46.7% | +36.8% | +9.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling