-21.1%
LOW vs WAB
+48.2%
-69.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.0% |
| 7D | -1.7% | -3.2% | +1.5% | -0.4% |
| 30D | -7.0% | -4.4% | -2.6% | -5.4% |
| 3M | -0.9% | +7.9% | -8.7% | -4.9% |
| 6M | -20.1% | +8.7% | -28.8% | -24.0% |
| YTD | -13.9% | +33.0% | -46.9% | -23.9% |
| 1Y | -21.1% | +46.7% | -67.8% | -31.5% |
| All | -21.1% | +48.2% | -69.3% | -31.5% |
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 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