+156.1%
ALL vs WAB
+162.1%
-5.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.6% |
| 30D | -1.5% | -4.4% | +3.0% | -0.7% |
| 3M | +23.6% | +7.9% | +15.8% | +21.2% |
| 6M | +22.3% | +8.7% | +13.6% | +19.4% |
| YTD | +26.5% | +33.0% | -6.5% | +16.8% |
| 1Y | +27.0% | +46.7% | -19.6% | +13.8% |
| All | +156.1% | +162.1% | -5.9% | +101.1% |
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