+443.5%
BAX vs WAB
+4,092.2%
-3,648.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.1% | -3.2% | +2.1% | -0.6% |
| 30D | -5.5% | -4.4% | -1.0% | -4.8% |
| 3M | +33.5% | +7.9% | +25.7% | +31.6% |
| 6M | +35.9% | +8.7% | +27.1% | +33.7% |
| YTD | +35.4% | +33.0% | +2.4% | +28.9% |
| 1Y | +9.8% | +46.7% | -36.9% | +2.8% |
| 3Y | -32.7% | +153.0% | -185.7% | -42.5% |
| 5Y | -65.6% | +222.3% | -287.8% | -71.8% |
| 10Y | -34.9% | +291.0% | -325.9% | -50.2% |
| All | +443.5% | +4,092.2% | -3,648.8% | +188.1% |
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