+258.2%
F vs WAB
+4,103.0%
-3,844.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.4% |
| 7D | +1.6% | +1.4% | +0.1% | +0.9% |
| 30D | +2.6% | +0.4% | +2.2% | +2.3% |
| 3M | -8.8% | -3.8% | -5.0% | -7.6% |
| 6M | +4.6% | +5.1% | -0.5% | +1.8% |
| YTD | -1.9% | +33.3% | -35.2% | -13.2% |
| 1Y | -0.8% | +39.8% | -40.6% | -13.9% |
| 3Y | +43.5% | +161.1% | -117.6% | -3.7% |
| 5Y | -12.1% | +209.5% | -221.5% | -44.1% |
| 10Y | +83.6% | +293.8% | -210.2% | +2.0% |
| All | +258.2% | +4,103.0% | -3,844.8% | +8.8% |
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