+911.5%
BE vs WAB
+176.3%
+735.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.6% | +6.7% |
| 7D | +20.0% | -3.2% | +23.2% | +23.5% |
| 30D | +7.9% | -4.4% | +12.4% | +12.4% |
| 3M | -13.2% | +7.9% | -21.1% | -19.4% |
| 6M | +53.5% | +8.7% | +44.8% | +42.4% |
| YTD | +191.0% | +33.0% | +158.0% | +124.6% |
| 1Y | +360.5% | +46.7% | +313.9% | +230.3% |
| 3Y | +1,568.0% | +153.0% | +1,415.0% | +630.9% |
| 5Y | +1,055.2% | +222.3% | +832.9% | +327.7% |
| All | +911.5% | +176.3% | +735.2% | +214.8% |
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 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