+75.8%
ALB vs WAB
+47.7%
+28.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | -4.0% | -4.6% | +0.5% | -2.3% |
| 3M | -17.4% | +5.6% | -23.0% | -19.9% |
| 6M | -25.4% | +13.8% | -39.2% | -30.7% |
| YTD | -10.5% | +31.9% | -42.4% | -21.6% |
| 1Y | +75.8% | +48.3% | +27.6% | +50.5% |
| All | +75.8% | +47.7% | +28.1% | +50.5% |
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