+17,994.5%
COST vs WAB
+4,115.8%
+13,878.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.2% | +1.7% | -4.8% | -3.5% |
| 30D | -4.0% | -2.4% | -1.5% | -3.5% |
| 3M | -6.5% | +9.7% | -16.1% | -8.5% |
| 6M | -8.5% | +16.5% | -25.0% | -11.8% |
| YTD | +6.0% | +33.7% | -27.7% | -0.7% |
| 1Y | -5.8% | +49.7% | -55.5% | -13.9% |
| 3Y | +71.8% | +170.9% | -99.1% | +38.2% |
| 5Y | +106.2% | +228.0% | -121.8% | +58.6% |
| 10Y | +602.0% | +284.8% | +317.3% | +392.8% |
| All | +17,994.5% | +4,115.8% | +13,878.7% | +7,276.2% |
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