-29.5%
ALB vs WAB
+162.1%
-191.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.9% |
| 7D | -8.1% | -3.2% | -4.9% | -6.1% |
| 30D | +6.3% | -4.4% | +10.7% | +9.4% |
| 3M | -23.6% | +7.9% | -31.4% | -28.5% |
| 6M | -24.6% | +8.7% | -33.3% | -30.5% |
| YTD | -10.3% | +33.0% | -43.2% | -29.4% |
| 1Y | +61.5% | +46.7% | +14.8% | +16.7% |
| All | -29.5% | +162.1% | -191.6% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling