+22.7%
C vs WAB
+45.2%
-22.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.7% | +0.2% |
| 7D | -0.9% | +4.0% | -4.9% | -2.5% |
| 30D | -5.4% | +4.5% | -9.9% | -7.2% |
| 3M | -9.2% | +2.3% | -11.4% | -10.2% |
| 6M | -1.8% | +12.5% | -14.3% | -7.3% |
| YTD | +6.7% | +40.2% | -33.5% | -13.8% |
| All | +22.7% | +45.2% | -22.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling