+3,373.7%
ALL vs WAB
+4,103.0%
-729.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 6M | +18.0% | +5.1% | +13.0% | +15.2% |
| YTD | +24.2% | +33.3% | -9.1% | +12.6% |
| 1Y | +31.2% | +39.8% | -8.6% | +17.1% |
| 3Y | +107.5% | +161.1% | -53.5% | +52.2% |
| 5Y | +144.8% | +209.5% | -64.7% | +69.4% |
| 10Y | +375.8% | +293.8% | +81.9% | +189.3% |
| All | +3,373.7% | +4,103.0% | -729.3% | +1,019.8% |
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