-15.8%
F vs WAB
+216.9%
-232.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.1% |
| 7D | -3.9% | +7.9% | -11.8% | -8.7% |
| 30D | -0.5% | +4.9% | -5.3% | -4.0% |
| 3M | -12.9% | +1.8% | -14.7% | -14.5% |
| 6M | +1.5% | +12.0% | -10.4% | -7.6% |
| YTD | -5.0% | +41.3% | -46.3% | -27.2% |
| 1Y | -7.3% | +43.8% | -51.2% | -30.0% |
| 3Y | +45.3% | +171.1% | -125.8% | -38.6% |
| 5Y | -15.8% | +217.7% | -233.5% | -69.9% |
| All | -15.8% | +216.9% | -232.7% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling