+4,553.2%
WAB vs SNY
+241.9%
+4,311.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +0.1% | -3.3% | +3.5% | +1.5% |
| 30D | -4.1% | -2.2% | -1.9% | -3.3% |
| 3M | +8.2% | -3.0% | +11.2% | +9.1% |
| 6M | +15.4% | +2.7% | +12.7% | +13.5% |
| YTD | +33.1% | -6.8% | +40.0% | +36.1% |
| 1Y | +48.1% | -5.3% | +53.3% | +49.7% |
| 3Y | +167.7% | -9.8% | +177.5% | +164.8% |
| 5Y | +225.7% | +9.7% | +216.0% | +188.0% |
| 10Y | +293.7% | +64.5% | +229.2% | +177.3% |
| All | +4,553.2% | +241.9% | +4,311.3% | +2,139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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