+44.2%
HAS vs WAB
+153.4%
-109.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -1.8% | -3.2% | +1.4% | -0.2% |
| 30D | +2.3% | -4.4% | +6.7% | +4.7% |
| 3M | +10.4% | +7.9% | +2.5% | +5.2% |
| 6M | -3.2% | +8.7% | -11.9% | -8.6% |
| YTD | +15.4% | +33.0% | -17.6% | -3.0% |
| 1Y | +18.8% | +46.7% | -27.9% | -5.9% |
| All | +44.2% | +153.4% | -109.2% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling