+2,614.0%
ALB vs WAB
+4,092.2%
-1,478.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.7% |
| 7D | -8.1% | -3.2% | -4.9% | -6.9% |
| 30D | +6.3% | -4.4% | +10.7% | +8.2% |
| 3M | -23.6% | +7.9% | -31.4% | -26.3% |
| 6M | -24.6% | +8.7% | -33.3% | -27.7% |
| YTD | -10.3% | +33.0% | -43.2% | -20.8% |
| 1Y | +61.5% | +46.7% | +14.8% | +36.7% |
| 3Y | -34.0% | +153.0% | -187.0% | -54.9% |
| 5Y | -44.6% | +222.3% | -266.9% | -65.2% |
| 10Y | +76.1% | +291.0% | -214.9% | -1.1% |
| All | +2,614.0% | +4,092.2% | -1,478.3% | +683.0% |
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