+78.2%
AAPL vs WAB
+164.8%
-86.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +2.3% | -4.6% | +6.9% | +3.8% |
| 3M | +8.6% | +5.6% | +3.0% | +5.5% |
| 6M | +21.6% | +13.8% | +7.8% | +13.6% |
| YTD | +16.3% | +31.9% | -15.5% | +1.7% |
| 1Y | +35.1% | +48.3% | -13.2% | +11.5% |
| All | +78.2% | +164.8% | -86.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling