+4,319.4%
WAB vs SM
+1,020.7%
+3,298.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.9% | +5.6% |
| 7D | +4.0% | -22.3% | +26.3% | +8.3% |
| 30D | +4.5% | -21.4% | +25.8% | +8.4% |
| 3M | +2.3% | +1.4% | +0.9% | +1.0% |
| 6M | +12.5% | +0.1% | +12.4% | +10.3% |
| YTD | +40.2% | +59.0% | -18.8% | +24.8% |
| 1Y | +45.2% | +64.3% | -19.1% | +28.2% |
| 3Y | +171.8% | -13.1% | +184.9% | +161.2% |
| 5Y | +217.6% | -13.9% | +231.5% | +191.5% |
| 10Y | +285.3% | +1.7% | +283.6% | +133.6% |
| All | +4,319.4% | +1,020.7% | +3,298.7% | +1,598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling