+9,298.7%
LOW vs WAB
+4,316.0%
+4,982.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +1.4% | +5.1% | -3.7% | -0.1% |
| 30D | +21.7% | +4.0% | +17.7% | +20.0% |
| 3M | +5.0% | +0.1% | +4.9% | +4.7% |
| 6M | +4.6% | +12.8% | -8.2% | +0.2% |
| YTD | -3.5% | +40.1% | -43.6% | -13.6% |
| 1Y | +0.5% | +46.4% | -45.8% | -11.2% |
| 3Y | +24.8% | +167.4% | -142.6% | -9.3% |
| 5Y | +6.5% | +215.0% | -208.6% | -26.8% |
| 10Y | +294.6% | +269.2% | +25.4% | +143.5% |
| All | +9,298.7% | +4,316.0% | +4,982.7% | +2,874.3% |
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