+145.0%
ALL vs WAB
+203.5%
-58.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -5.0% |
| 7D | -1.9% | +1.4% | -3.4% | -2.4% |
| 30D | +13.8% | +0.4% | +13.4% | +13.4% |
| 3M | -7.0% | -3.8% | -3.1% | -6.2% |
| 6M | +18.0% | +5.1% | +13.0% | +14.9% |
| YTD | +24.2% | +33.3% | -9.1% | +10.1% |
| 1Y | +31.2% | +39.8% | -8.6% | +14.1% |
| 3Y | +107.5% | +161.1% | -53.5% | +35.2% |
| All | +145.0% | +203.5% | -58.5% | +48.1% |
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 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