+1,387.4%
EXC vs WAB
+4,092.2%
-2,704.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +0.3% | -3.2% | +3.5% | +0.9% |
| 30D | -3.7% | -4.4% | +0.7% | -3.0% |
| 3M | -1.3% | +7.9% | -9.1% | -2.8% |
| 6M | -9.7% | +8.7% | -18.4% | -11.5% |
| YTD | +2.9% | +33.0% | -30.1% | -2.8% |
| 1Y | +4.4% | +46.7% | -42.3% | -3.3% |
| 3Y | +22.2% | +153.0% | -130.8% | +1.0% |
| 5Y | +46.7% | +222.3% | -175.6% | +15.0% |
| 10Y | +155.3% | +291.0% | -135.6% | +84.7% |
| All | +1,387.4% | +4,092.2% | -2,704.8% | +675.5% |
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