+4,092.2%
WAB vs SM
+1,303.4%
+2,788.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -4.4% | +26.3% | -30.7% | -8.5% |
| 3M | +7.9% | +8.7% | -0.8% | +5.3% |
| 6M | +8.7% | +51.7% | -43.0% | -1.2% |
| YTD | +33.0% | +99.0% | -66.1% | +14.7% |
| 1Y | +46.7% | +34.6% | +12.1% | +34.9% |
| 3Y | +153.0% | -7.8% | +160.7% | +142.0% |
| 5Y | +222.3% | +104.8% | +117.5% | +154.1% |
| 10Y | +291.0% | +7.2% | +283.7% | +136.6% |
| All | +4,092.2% | +1,303.4% | +2,788.8% | +1,460.9% |
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