-14.9%
BAX vs WAB
+174.1%
-189.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +0.5% |
| 7D | +9.0% | +4.0% | +5.1% | +7.5% |
| 30D | +8.5% | +4.5% | +4.0% | +6.6% |
| 3M | -4.1% | +2.3% | -6.4% | -5.1% |
| 6M | +46.9% | +12.5% | +34.5% | +39.4% |
| YTD | +38.4% | +40.2% | -1.8% | +21.0% |
| 1Y | +47.0% | +45.2% | +1.8% | +26.8% |
| 3Y | -14.9% | +171.8% | -186.7% | -42.3% |
| All | -14.9% | +174.1% | -189.0% | -42.3% |
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