+135.1%
ADI vs WAB
+224.0%
-88.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.5% |
| 7D | +2.6% | +0.2% | +2.4% | +2.4% |
| 30D | -4.6% | -4.6% | -0.1% | -1.3% |
| 3M | -9.5% | +5.6% | -15.1% | -13.6% |
| 6M | +14.8% | +13.8% | +1.0% | +3.7% |
| YTD | +35.8% | +31.9% | +4.0% | +10.0% |
| 1Y | +48.9% | +48.3% | +0.7% | +10.4% |
| 3Y | +115.6% | +167.1% | -51.6% | +4.1% |
| 5Y | +135.1% | +222.9% | -87.8% | -1.3% |
| All | +135.1% | +224.0% | -88.9% | -1.3% |
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 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