+1,947.1%
ALB vs WAB
+4,398.0%
-2,450.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -5.0% |
| 7D | +5.3% | +4.0% | +1.2% | +3.3% |
| 30D | -6.3% | +6.3% | -12.6% | -8.9% |
| 3M | -27.4% | +3.3% | -30.7% | -28.7% |
| 6M | -53.1% | +14.5% | -67.6% | -56.0% |
| YTD | -32.3% | +42.7% | -75.0% | -42.2% |
| 1Y | -7.3% | +45.2% | -52.5% | -21.4% |
| 3Y | -14.9% | +173.8% | -188.7% | -43.9% |
| 5Y | -62.0% | +223.8% | -285.8% | -76.4% |
| 10Y | +33.0% | +280.5% | -247.5% | -25.2% |
| All | +1,947.1% | +4,398.0% | -2,450.9% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling