+7.8%
D vs WAB
+222.7%
-215.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.5% | -3.2% | +4.7% | +2.1% |
| 30D | -2.6% | -4.4% | +1.9% | -1.8% |
| 3M | 0.0% | +7.9% | -7.9% | -1.7% |
| 6M | +7.4% | +8.7% | -1.4% | +5.2% |
| YTD | +15.9% | +33.0% | -17.1% | +9.1% |
| 1Y | +18.1% | +46.7% | -28.5% | +8.8% |
| 3Y | +58.4% | +153.0% | -94.6% | +25.5% |
| All | +7.8% | +222.7% | -215.0% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling