+17.1%
EW vs WAB
+168.6%
-151.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -4.4% | +1.7% | -6.1% | -4.7% |
| 30D | -3.3% | -2.4% | -0.9% | -3.0% |
| 3M | +1.0% | +9.7% | -8.7% | -0.9% |
| 6M | +6.2% | +16.5% | -10.3% | +2.8% |
| YTD | +1.7% | +33.7% | -32.0% | -3.7% |
| 1Y | +8.1% | +49.7% | -41.6% | +0.6% |
| 3Y | +17.1% | +170.9% | -153.9% | -2.7% |
| All | +17.1% | +168.6% | -151.5% | -2.7% |
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