+1,254.8%
DUK vs WAB
+4,115.8%
-2,861.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | -2.0% | -2.4% | +0.4% | -1.7% |
| 3M | +0.2% | +9.7% | -9.5% | -1.2% |
| 6M | -6.9% | +16.5% | -23.4% | -9.1% |
| YTD | +6.1% | +33.7% | -27.6% | +1.7% |
| 1Y | +4.4% | +49.7% | -45.2% | -1.6% |
| 3Y | +49.1% | +170.9% | -121.8% | +28.4% |
| 5Y | +39.6% | +228.0% | -188.5% | +16.2% |
| 10Y | +125.1% | +284.8% | -159.7% | +76.1% |
| All | +1,254.8% | +4,115.8% | -2,861.0% | +652.9% |
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