+170.9%
WAB vs SM
-2.8%
+173.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.1% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | -2.4% | +31.5% | -33.9% | -5.9% |
| 3M | +9.7% | +17.3% | -7.7% | +7.0% |
| 6M | +16.5% | +48.5% | -32.0% | +7.7% |
| YTD | +33.7% | +106.3% | -72.5% | +15.0% |
| 1Y | +49.7% | +47.3% | +2.4% | +37.6% |
| 3Y | +170.9% | -1.4% | +172.4% | +160.7% |
| All | +170.9% | -2.8% | +173.7% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling