+22.6%
D vs WAB
+46.5%
-23.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.4% |
| 7D | +8.5% | +4.5% | +4.0% | +8.2% |
| 30D | +14.3% | +1.1% | +13.2% | +14.3% |
| 3M | +1.8% | -1.3% | +3.1% | +2.0% |
| 6M | +13.0% | +12.7% | +0.3% | +11.4% |
| YTD | +22.7% | +38.7% | -15.9% | +22.3% |
| 1Y | +22.6% | +44.9% | -22.3% | +22.2% |
| All | +22.6% | +46.5% | -23.9% | +22.2% |
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 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