+61.5%
ALB vs WAB
+48.2%
+13.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.7% |
| 7D | -8.1% | -3.2% | -4.9% | -6.9% |
| 30D | +6.3% | -4.4% | +10.7% | +8.1% |
| 3M | -23.6% | +7.9% | -31.4% | -26.6% |
| 6M | -24.6% | +8.7% | -33.3% | -28.2% |
| YTD | -10.3% | +33.0% | -43.2% | -22.2% |
| 1Y | +61.5% | +46.7% | +14.8% | +35.4% |
| All | +61.5% | +48.2% | +13.3% | +35.4% |
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 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