+15.2%
D vs WAB
+203.5%
-188.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | +3.0% | +1.4% | +1.5% | +2.7% |
| 30D | +11.5% | +0.4% | +11.1% | +11.2% |
| 3M | +3.7% | -3.8% | +7.6% | +4.3% |
| 6M | +13.5% | +5.1% | +8.5% | +11.9% |
| YTD | +20.7% | +33.3% | -12.6% | +13.3% |
| 1Y | +18.2% | +39.8% | -21.6% | +9.7% |
| 3Y | +73.3% | +161.1% | -87.7% | +35.3% |
| All | +15.2% | +203.5% | -188.3% | -11.8% |
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