+7,328.4%
EW vs WAB
+5,944.2%
+1,384.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | +11.0% | +1.4% | +9.6% | +10.6% |
| 30D | +19.1% | +0.4% | +18.7% | +18.9% |
| 3M | +14.4% | -3.8% | +18.2% | +15.1% |
| 6M | +22.8% | +5.1% | +17.7% | +20.8% |
| YTD | +19.8% | +33.3% | -13.5% | +11.7% |
| 1Y | +23.9% | +39.8% | -15.9% | +14.3% |
| 3Y | +52.2% | +161.1% | -108.8% | +20.7% |
| 5Y | -13.9% | +209.5% | -223.4% | -34.7% |
| 10Y | +241.9% | +293.8% | -52.0% | +134.7% |
| All | +7,328.4% | +5,944.2% | +1,384.2% | +3,436.8% |
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