+575.6%
AU vs WAB
+164.6%
+410.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | +7.3% | -5.9% | +13.1% | +9.9% |
| 3M | +33.2% | +9.4% | +23.8% | +27.5% |
| 6M | -0.6% | +13.8% | -14.5% | -5.6% |
| YTD | +26.2% | +31.8% | -5.6% | +15.8% |
| 1Y | +68.3% | +48.5% | +19.7% | +50.7% |
| All | +575.6% | +164.6% | +410.9% | +409.0% |
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