+216.0%
C vs WAB
+168.8%
+47.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +4.2% | +5.1% | -0.9% | +1.3% |
| 30D | +2.0% | +4.0% | -2.0% | -0.3% |
| 3M | -10.1% | +0.1% | -10.2% | -10.4% |
| 6M | +1.0% | +12.8% | -11.8% | -6.7% |
| YTD | +8.5% | +40.1% | -31.6% | -13.1% |
| 1Y | +25.7% | +46.4% | -20.6% | -2.1% |
| 3Y | +216.0% | +167.4% | +48.6% | +72.7% |
| All | +216.0% | +168.8% | +47.2% | +72.7% |
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