+87.3%
ALB vs WAB
+282.7%
-195.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | -4.0% | -4.6% | +0.5% | -1.3% |
| 3M | -17.4% | +5.6% | -23.0% | -20.9% |
| 6M | -25.4% | +13.8% | -39.2% | -32.2% |
| YTD | -10.5% | +31.9% | -42.4% | -25.9% |
| 1Y | +75.8% | +48.3% | +27.6% | +34.9% |
| 3Y | -28.5% | +167.1% | -195.7% | -61.8% |
| 5Y | -45.1% | +222.9% | -268.0% | -73.6% |
| 10Y | +87.3% | +289.9% | -202.6% | -29.3% |
| All | +87.3% | +282.7% | -195.4% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling