+4,092.2%
WAB vs SUI
+3,023.5%
+1,068.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -3.2% | -2.8% | -0.4% | -1.9% |
| 30D | -4.4% | -1.2% | -3.3% | -4.0% |
| 3M | +7.9% | -1.7% | +9.6% | +8.2% |
| 6M | +8.7% | -10.5% | +19.2% | +13.9% |
| YTD | +33.0% | -1.8% | +34.8% | +33.0% |
| 1Y | +46.7% | -4.1% | +50.7% | +48.0% |
| 3Y | +153.0% | +11.3% | +141.7% | +130.4% |
| 5Y | +222.3% | -32.1% | +254.4% | +267.0% |
| 10Y | +291.0% | +110.4% | +180.5% | +135.6% |
| All | +4,092.2% | +3,023.5% | +1,068.7% | +561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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