-9.0%
AUR vs WAB
+46.5%
-55.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.0% |
| 7D | -19.8% | +4.5% | -24.4% | -21.9% |
| 30D | -29.0% | +1.1% | -30.1% | -29.6% |
| 3M | -43.6% | -1.3% | -42.3% | -43.2% |
| 6M | -36.6% | +12.7% | -49.4% | -41.9% |
| YTD | +6.3% | +38.7% | -32.4% | -26.1% |
| 1Y | -9.0% | +44.9% | -54.0% | -40.9% |
| All | -9.0% | +46.5% | -55.6% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling