+1,381.2%
D vs WAB
+4,103.0%
-2,721.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | +3.0% | +1.4% | +1.5% | +2.7% |
| 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% | +15.6% |
| 1Y | +18.2% | +39.8% | -21.6% | +12.4% |
| 3Y | +73.3% | +161.1% | -87.7% | +50.3% |
| 5Y | +12.3% | +209.5% | -197.2% | -5.5% |
| 10Y | +43.4% | +293.8% | -250.4% | +12.2% |
| All | +1,381.2% | +4,103.0% | -2,721.8% | +769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling