+1,874.3%
BE vs WAB
+174.5%
+1,699.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.7% | +12.7% |
| 7D | +4.5% | +3.1% | +1.4% | +2.2% |
| 30D | -20.1% | +6.4% | -26.6% | -23.9% |
| 3M | -0.8% | +2.2% | -3.0% | -1.8% |
| 6M | -26.2% | +13.7% | -39.9% | -34.2% |
| YTD | +141.1% | +43.0% | +98.1% | +72.2% |
| 1Y | +64.8% | +47.0% | +17.9% | +15.7% |
| All | +1,874.3% | +174.5% | +1,699.8% | +469.6% |
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