-63.4%
ALB vs WAB
+214.2%
-277.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.8% |
| 7D | -5.8% | +5.1% | -10.8% | -9.3% |
| 30D | -4.5% | +4.0% | -8.5% | -8.0% |
| 3M | -28.1% | +0.1% | -28.2% | -28.7% |
| 6M | -53.2% | +12.8% | -66.0% | -58.3% |
| YTD | -33.3% | +40.1% | -73.4% | -50.7% |
| 1Y | -17.4% | +46.4% | -63.8% | -41.3% |
| 3Y | -14.1% | +167.4% | -181.5% | -65.0% |
| All | -63.4% | +214.2% | -277.5% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling