+208.1%
C vs WAB
+157.8%
+50.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.5% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | -6.0% | +0.4% | -6.4% | -6.3% |
| 3M | -10.5% | -3.8% | -6.7% | -8.8% |
| 6M | -5.7% | +5.1% | -10.8% | -9.2% |
| YTD | +4.1% | +33.3% | -29.2% | -14.2% |
| 1Y | +20.5% | +39.8% | -19.3% | -3.7% |
| 3Y | +208.1% | +161.1% | +47.1% | +71.3% |
| All | +208.1% | +157.8% | +50.3% | +71.3% |
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 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