+9.1%
IR vs WAB
+46.5%
-37.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.4% |
| 7D | +11.6% | +4.5% | +7.0% | +7.4% |
| 30D | +7.2% | +1.1% | +6.1% | +6.2% |
| 3M | -5.9% | -1.3% | -4.6% | -4.9% |
| 6M | +11.5% | +12.7% | -1.3% | -0.9% |
| YTD | +6.3% | +38.7% | -32.3% | -23.4% |
| 1Y | +9.1% | +44.9% | -35.8% | -24.1% |
| All | +9.1% | +46.5% | -37.4% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling