+29.4%
B vs WAB
+46.5%
-17.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +7.7% |
| 7D | +1.1% | +4.5% | -3.4% | -1.5% |
| 30D | +0.3% | +1.1% | -0.7% | -0.3% |
| 3M | +5.4% | -1.3% | +6.7% | +6.0% |
| 6M | +5.5% | +12.7% | -7.2% | -3.8% |
| YTD | -6.3% | +38.7% | -45.0% | -25.0% |
| 1Y | +29.4% | +44.9% | -15.6% | +2.0% |
| All | +29.4% | +46.5% | -17.2% | +2.0% |
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