+4.9%
AA vs WAB
+42.5%
-37.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.3% |
| 7D | +0.5% | +5.1% | -4.6% | -2.4% |
| 30D | -0.6% | +4.0% | -4.6% | -2.8% |
| 3M | -19.7% | +0.1% | -19.8% | -19.9% |
| 6M | -41.6% | +12.8% | -54.4% | -45.9% |
| YTD | -24.6% | +40.1% | -64.7% | -44.3% |
| 1Y | +4.9% | +46.4% | -41.5% | -26.4% |
| All | +4.9% | +42.5% | -37.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling