-34.6%
DOW vs WAB
+168.6%
-203.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | -2.9% | +1.7% | -4.6% | -3.7% |
| 30D | +2.0% | -2.4% | +4.4% | +3.0% |
| 3M | -12.5% | +9.7% | -22.2% | -17.6% |
| 6M | -9.2% | +16.5% | -25.7% | -19.1% |
| YTD | +30.8% | +33.7% | -2.9% | +5.4% |
| 1Y | +29.4% | +49.7% | -20.3% | -3.8% |
| 3Y | -34.6% | +170.9% | -205.5% | -62.3% |
| All | -34.6% | +168.6% | -203.1% | -62.3% |
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