+11,371.8%
AZO vs WAB
+4,056.8%
+7,315.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -5.1% | -4.6% | -0.6% | -4.3% |
| 3M | -7.2% | +5.6% | -12.9% | -8.6% |
| 6M | -20.7% | +13.8% | -34.5% | -23.2% |
| YTD | -14.2% | +31.9% | -46.0% | -19.3% |
| 1Y | -32.2% | +48.3% | -80.4% | -37.8% |
| 3Y | +11.1% | +167.1% | -156.0% | -10.4% |
| 5Y | +87.6% | +222.9% | -135.3% | +44.3% |
| 10Y | +302.9% | +289.9% | +13.0% | +185.1% |
| All | +11,371.8% | +4,056.8% | +7,315.0% | +4,861.5% |
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