+1,268.1%
HAS vs WAB
+4,092.2%
-2,824.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -1.8% | -3.2% | +1.4% | -0.9% |
| 30D | +2.3% | -4.4% | +6.7% | +3.5% |
| 3M | +10.4% | +7.9% | +2.5% | +7.9% |
| 6M | -3.2% | +8.7% | -11.9% | -5.8% |
| YTD | +15.4% | +33.0% | -17.6% | +6.4% |
| 1Y | +18.8% | +46.7% | -27.9% | +6.7% |
| 3Y | +43.9% | +153.0% | -109.1% | +11.7% |
| 5Y | +13.9% | +222.3% | -208.4% | -17.4% |
| 10Y | +56.4% | +291.0% | -234.6% | +3.0% |
| All | +1,268.1% | +4,092.2% | -2,824.1% | +468.0% |
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