+4,408.2%
WAB vs SM
+1,100.1%
+3,308.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.3% | -0.7% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +6.4% | -17.3% | +23.8% | +9.5% |
| 3M | +2.2% | -3.6% | +5.8% | +1.8% |
| 6M | +13.7% | +2.9% | +10.8% | +10.9% |
| YTD | +43.0% | +70.2% | -27.2% | +25.8% |
| 1Y | +47.0% | +66.5% | -19.5% | +29.5% |
| 3Y | +174.4% | -8.2% | +182.6% | +161.1% |
| 5Y | +222.2% | -1.5% | +223.6% | +188.9% |
| 10Y | +276.9% | +11.9% | +265.0% | +124.5% |
| All | +4,408.2% | +1,100.1% | +3,308.1% | +1,611.5% |
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 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