+73.3%
D vs WAB
+157.8%
-84.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | +3.0% | +1.4% | +1.5% | +2.8% |
| 30D | +11.5% | +0.4% | +11.1% | +11.3% |
| 3M | +3.7% | -3.8% | +7.6% | +4.1% |
| 6M | +13.5% | +5.1% | +8.5% | +12.4% |
| YTD | +20.7% | +33.3% | -12.6% | +15.9% |
| 1Y | +18.2% | +39.8% | -21.6% | +12.7% |
| 3Y | +73.3% | +161.1% | -87.7% | +38.4% |
| All | +73.3% | +157.8% | -84.5% | +38.4% |
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 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