+678.6%
AU vs WAB
+221.8%
+456.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +7.3% | -4.1% | +11.4% | +8.8% |
| 3M | +26.3% | +8.2% | +18.2% | +22.5% |
| 6M | +1.8% | +15.4% | -13.6% | -2.7% |
| YTD | +26.8% | +33.1% | -6.3% | +17.2% |
| 1Y | +66.7% | +48.1% | +18.6% | +50.4% |
| 3Y | +579.1% | +167.7% | +411.3% | +421.5% |
| All | +678.6% | +221.8% | +456.9% | +476.7% |
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 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