+291.3%
IR vs WAB
+271.3%
+19.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | -2.8% | -3.2% | +0.4% | -0.8% |
| 30D | -15.1% | -4.4% | -10.7% | -12.7% |
| 3M | +6.1% | +7.9% | -1.8% | +0.8% |
| 6M | -16.8% | +8.7% | -25.5% | -21.2% |
| YTD | -3.5% | +33.0% | -36.5% | -19.3% |
| 1Y | -3.5% | +46.7% | -50.1% | -24.1% |
| 3Y | +9.5% | +153.0% | -143.5% | -38.1% |
| 5Y | +45.1% | +222.3% | -177.2% | -29.0% |
| All | +291.3% | +271.3% | +19.9% | +57.1% |
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