+23.9%
HAS vs WAB
+6.3%
+17.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.8% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +31.0% | +0.4% | +30.6% | +30.8% |
| 3M | +30.7% | -3.8% | +34.5% | +31.4% |
| 6M | +23.9% | +5.1% | +18.8% | +20.6% |
| All | +23.9% | +6.3% | +17.7% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling