-35.0%
AUR vs WAB
+250.3%
-285.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.3% |
| 7D | +11.1% | +0.2% | +10.9% | +10.9% |
| 30D | -6.9% | -4.6% | -2.3% | -2.0% |
| 3M | +5.5% | +5.6% | -0.1% | -2.2% |
| 6M | +41.0% | +13.8% | +27.2% | +18.6% |
| YTD | +69.3% | +31.9% | +37.4% | +19.8% |
| 1Y | +14.0% | +48.3% | -34.2% | -29.7% |
| 3Y | +90.1% | +167.1% | -77.1% | -33.9% |
| 5Y | -34.4% | +222.9% | -257.3% | -80.1% |
| All | -35.0% | +250.3% | -285.3% | -80.2% |
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