+289.9%
WAB vs SM
+16.0%
+274.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.2% | -0.2% | +0.5% | +0.2% |
| 30D | -4.6% | +20.3% | -24.8% | -7.2% |
| 3M | +5.6% | +22.9% | -17.3% | +1.7% |
| 6M | +13.8% | +47.8% | -34.0% | +5.5% |
| YTD | +31.9% | +107.5% | -75.6% | +15.6% |
| 1Y | +48.3% | +51.7% | -3.5% | +35.7% |
| 3Y | +167.1% | -0.9% | +168.0% | +154.7% |
| 5Y | +222.9% | +112.2% | +110.6% | +164.6% |
| 10Y | +289.9% | +20.3% | +269.6% | +146.5% |
| All | +289.9% | +16.0% | +274.0% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling