+3,359.8%
ALL vs WAB
+4,319.4%
-959.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.9% |
| 7D | -3.9% | +4.0% | -7.8% | -5.1% |
| 30D | +10.6% | +4.5% | +6.1% | +9.0% |
| 3M | -4.6% | +2.3% | -6.8% | -5.6% |
| 6M | +20.2% | +12.5% | +7.7% | +15.0% |
| YTD | +23.7% | +40.2% | -16.5% | +10.5% |
| 1Y | +27.9% | +45.2% | -17.3% | +12.9% |
| 3Y | +109.2% | +171.8% | -62.6% | +51.5% |
| 5Y | +148.0% | +217.6% | -69.6% | +70.3% |
| 10Y | +363.8% | +285.3% | +78.5% | +183.6% |
| All | +3,359.8% | +4,319.4% | -959.6% | +998.7% |
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