-32.0%
BAX vs WAB
+168.6%
-200.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.9% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -9.7% | -2.4% | -7.3% | -9.0% |
| 3M | +29.3% | +9.7% | +19.6% | +24.2% |
| 6M | +40.7% | +16.5% | +24.1% | +32.0% |
| YTD | +30.3% | +33.7% | -3.5% | +17.0% |
| 1Y | +3.4% | +49.7% | -46.3% | -10.7% |
| 3Y | -32.0% | +170.9% | -203.0% | -46.8% |
| All | -32.0% | +168.6% | -200.6% | -46.8% |
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