+109.8%
AAPL vs WAB
+224.0%
-114.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +2.3% | -4.6% | +6.9% | +4.2% |
| 3M | +8.6% | +5.6% | +3.0% | +4.8% |
| 6M | +21.6% | +13.8% | +7.8% | +12.5% |
| YTD | +16.3% | +31.9% | -15.5% | -0.1% |
| 1Y | +35.1% | +48.3% | -13.2% | +8.9% |
| 3Y | +79.4% | +167.1% | -87.8% | +4.7% |
| 5Y | +109.8% | +222.9% | -113.0% | +8.8% |
| All | +109.8% | +224.0% | -114.1% | +8.8% |
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