+35.8%
EQT vs WAB
+164.6%
-128.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +1.1% | -5.9% | +7.0% | +3.3% |
| 3M | +4.8% | +9.4% | -4.6% | +0.7% |
| 6M | -10.6% | +13.8% | -24.4% | -16.1% |
| YTD | +3.4% | +31.8% | -28.3% | -9.6% |
| 1Y | +8.7% | +48.5% | -39.8% | -10.5% |
| All | +35.8% | +164.6% | -128.8% | -14.3% |
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