+325.3%
IR vs WAB
+272.3%
+53.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.2% |
| 7D | +3.7% | +1.4% | +2.2% | +2.7% |
| 30D | +7.4% | +0.4% | +7.0% | +7.2% |
| 3M | -5.9% | -3.8% | -2.1% | -3.6% |
| 6M | +5.6% | +5.1% | +0.5% | +2.0% |
| YTD | +4.8% | +33.3% | -28.5% | -12.4% |
| 1Y | +6.9% | +39.8% | -32.9% | -13.3% |
| 3Y | +27.6% | +161.1% | -133.5% | -29.2% |
| 5Y | +45.8% | +209.5% | -163.6% | -26.9% |
| All | +325.3% | +272.3% | +53.0% | +70.5% |
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