+8.6%
ALB vs WAB
+46.5%
-37.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.8% |
| 7D | -2.1% | +4.5% | -6.6% | -3.9% |
| 30D | -9.0% | +1.1% | -10.1% | -9.4% |
| 3M | -21.1% | -1.3% | -19.9% | -20.8% |
| 6M | -49.9% | +12.7% | -62.6% | -53.0% |
| YTD | -32.3% | +38.7% | -71.0% | -44.8% |
| 1Y | +8.6% | +44.9% | -36.3% | -14.6% |
| All | +8.6% | +46.5% | -37.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling