+56.9%
HAS vs WAB
+288.1%
-231.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.8% | -3.2% | +1.4% | -0.5% |
| 30D | +2.3% | -4.4% | +6.7% | +4.2% |
| 3M | +10.4% | +7.9% | +2.5% | +6.5% |
| 6M | -3.2% | +8.7% | -11.9% | -7.3% |
| YTD | +15.4% | +33.0% | -17.6% | +1.7% |
| 1Y | +18.8% | +46.7% | -27.9% | +0.4% |
| 3Y | +43.9% | +153.0% | -109.1% | -2.8% |
| 5Y | +13.9% | +222.3% | -208.4% | -30.7% |
| All | +56.9% | +288.1% | -231.2% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling