-1.9%
ADI vs WAB
+12.8%
-14.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.0% |
| 7D | +13.4% | +7.9% | +5.5% | +6.9% |
| 30D | -1.3% | +4.9% | -6.2% | -4.4% |
| 3M | +6.8% | +1.8% | +5.0% | +5.2% |
| 6M | -1.9% | +12.0% | -13.9% | -8.4% |
| All | -1.9% | +12.8% | -14.7% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling