+75.0%
D vs WAB
+168.8%
-93.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -1.4% | +5.1% | -6.4% | -1.9% |
| 30D | +7.7% | +4.0% | +3.7% | +7.2% |
| 3M | -0.3% | +0.1% | -0.4% | -0.3% |
| 6M | +10.1% | +12.8% | -2.7% | +8.0% |
| YTD | +19.1% | +40.1% | -21.0% | +13.5% |
| 1Y | +15.9% | +46.4% | -30.5% | +9.8% |
| 3Y | +75.0% | +167.4% | -92.4% | +34.8% |
| All | +75.0% | +168.8% | -93.8% | +34.8% |
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