+161.7%
B vs WAB
+4,092.2%
-3,930.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | +9.4% | -4.4% | +13.9% | +10.0% |
| 3M | +5.0% | +7.9% | -2.9% | +4.0% |
| 6M | -3.5% | +8.7% | -12.3% | -4.5% |
| YTD | +4.5% | +33.0% | -28.5% | +1.3% |
| 1Y | +67.8% | +46.7% | +21.1% | +61.0% |
| 3Y | +196.7% | +153.0% | +43.7% | +168.0% |
| 5Y | +151.9% | +222.3% | -70.3% | +121.1% |
| 10Y | +202.2% | +291.0% | -88.8% | +151.3% |
| All | +161.7% | +4,092.2% | -3,930.6% | +76.7% |
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