+1,454.9%
EXC vs WAB
+4,103.0%
-2,648.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | +10.0% | +0.4% | +9.5% | +9.7% |
| 3M | +1.6% | -3.8% | +5.5% | +2.1% |
| 6M | +3.3% | +5.1% | -1.8% | +1.9% |
| YTD | +7.6% | +33.3% | -25.8% | +1.4% |
| 1Y | +3.5% | +39.8% | -36.4% | -3.4% |
| 3Y | +27.7% | +161.1% | -133.4% | +4.8% |
| 5Y | +41.1% | +209.5% | -168.3% | +11.3% |
| 10Y | +178.2% | +293.8% | -115.6% | +100.7% |
| All | +1,454.9% | +4,103.0% | -2,648.2% | +709.0% |
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