+260.4%
C vs WAB
+4,319.4%
-4,059.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.7% | -0.1% |
| 7D | -0.9% | +4.0% | -4.9% | -2.8% |
| 30D | -5.4% | +4.5% | -9.9% | -7.5% |
| 3M | -9.2% | +2.3% | -11.4% | -10.4% |
| 6M | -1.8% | +12.5% | -14.3% | -8.2% |
| YTD | +6.7% | +40.2% | -33.5% | -10.8% |
| 1Y | +23.5% | +45.2% | -21.7% | +1.5% |
| 3Y | +219.8% | +171.8% | +48.0% | +91.9% |
| 5Y | +112.4% | +217.6% | -105.2% | +16.8% |
| 10Y | +220.1% | +285.3% | -65.2% | +53.4% |
| All | +260.4% | +4,319.4% | -4,059.0% | -23.4% |
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