+2,037.4%
ALB vs WAB
+4,319.4%
-2,282.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.3% | -2.2% |
| 7D | +9.5% | +4.0% | +5.5% | +7.5% |
| 30D | -2.1% | +4.5% | -6.6% | -4.2% |
| 3M | -24.1% | +2.3% | -26.4% | -25.1% |
| 6M | -51.0% | +12.5% | -63.5% | -53.7% |
| YTD | -29.3% | +40.2% | -69.5% | -39.2% |
| 1Y | +3.2% | +45.2% | -42.0% | -12.5% |
| 3Y | -9.3% | +171.8% | -181.1% | -40.0% |
| 5Y | -61.6% | +217.6% | -279.2% | -75.9% |
| 10Y | +40.8% | +285.3% | -244.5% | -21.0% |
| All | +2,037.4% | +4,319.4% | -2,282.0% | +501.4% |
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