-6.8%
AA vs WAB
+216.2%
-223.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.6% | +1.3% |
| 7D | +4.8% | +4.0% | +0.8% | +1.3% |
| 30D | -0.6% | +4.5% | -5.1% | -4.4% |
| 3M | -16.3% | +2.3% | -18.6% | -18.1% |
| 6M | -33.4% | +12.5% | -45.9% | -40.8% |
| YTD | -20.7% | +40.2% | -60.9% | -43.6% |
| 1Y | +12.9% | +45.2% | -32.3% | -22.1% |
| 3Y | +75.7% | +171.8% | -96.1% | -36.0% |
| 5Y | -6.8% | +217.6% | -224.4% | -69.9% |
| All | -6.8% | +216.2% | -223.0% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling