+48.6%
HAS vs WAB
+203.5%
-155.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.4% |
| 7D | -0.2% | +1.4% | -1.6% | -1.0% |
| 30D | +31.0% | +0.4% | +30.6% | +30.3% |
| 3M | +30.7% | -3.8% | +34.5% | +32.7% |
| 6M | +23.9% | +5.1% | +18.8% | +19.1% |
| YTD | +48.3% | +33.3% | +15.0% | +25.0% |
| 1Y | +60.2% | +39.8% | +20.4% | +31.5% |
| 3Y | +189.2% | +161.1% | +28.2% | +67.0% |
| All | +48.6% | +203.5% | -155.0% | -21.9% |
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