+1,658.1%
HAS vs WAB
+4,103.0%
-2,444.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.6% |
| 30D | +31.0% | +0.4% | +30.6% | +30.7% |
| 3M | +30.7% | -3.8% | +34.5% | +31.8% |
| 6M | +23.9% | +5.1% | +18.8% | +21.6% |
| YTD | +48.3% | +33.3% | +15.0% | +36.4% |
| 1Y | +60.2% | +39.8% | +20.4% | +45.5% |
| 3Y | +189.2% | +161.1% | +28.2% | +122.3% |
| 5Y | +50.4% | +209.5% | -159.0% | +10.1% |
| 10Y | +104.2% | +293.8% | -189.7% | +34.1% |
| All | +1,658.1% | +4,103.0% | -2,444.9% | +628.1% |
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