+85.2%
AZO vs WAB
+221.8%
-136.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -5.6% | -4.1% | -1.5% | -4.7% |
| 3M | -6.6% | +8.2% | -14.8% | -8.8% |
| 6M | -22.5% | +15.4% | -37.9% | -25.7% |
| YTD | -15.2% | +33.1% | -48.3% | -21.5% |
| 1Y | -33.9% | +48.1% | -82.0% | -40.6% |
| 3Y | +11.8% | +167.7% | -155.9% | -18.2% |
| All | +85.2% | +221.8% | -136.5% | +26.8% |
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