+2,307.9%
EQT vs WAB
+4,053.8%
-1,745.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +4.8% | +9.4% | -4.6% | +1.7% |
| 6M | -10.6% | +13.8% | -24.4% | -14.7% |
| YTD | +3.4% | +31.8% | -28.3% | -5.8% |
| 1Y | +8.7% | +48.5% | -39.8% | -4.7% |
| 3Y | +35.0% | +167.0% | -132.0% | -1.4% |
| 5Y | +204.2% | +222.3% | -18.1% | +109.7% |
| 10Y | +52.5% | +289.6% | -237.2% | -5.7% |
| All | +2,307.9% | +4,053.8% | -1,745.9% | +848.1% |
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