+195.3%
B vs WAB
+174.1%
+21.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +2.3% |
| 7D | +11.3% | +4.0% | +7.3% | +9.6% |
| 30D | +2.9% | +4.5% | -1.5% | +1.3% |
| 3M | -2.9% | +2.3% | -5.1% | -3.8% |
| 6M | -1.2% | +12.5% | -13.7% | -5.8% |
| YTD | -1.3% | +40.2% | -41.5% | -11.5% |
| 1Y | +30.4% | +45.2% | -14.8% | +16.0% |
| 3Y | +195.3% | +171.8% | +23.5% | +100.0% |
| All | +195.3% | +174.1% | +21.2% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling