+8,284.8%
LOW vs WAB
+4,092.2%
+4,192.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.0% |
| 7D | -1.7% | -3.2% | +1.5% | -0.7% |
| 30D | -7.0% | -4.4% | -2.6% | -5.8% |
| 3M | -0.9% | +7.9% | -8.7% | -3.5% |
| 6M | -20.1% | +8.7% | -28.8% | -22.4% |
| YTD | -13.9% | +33.0% | -46.9% | -21.5% |
| 1Y | -21.1% | +46.7% | -67.8% | -30.3% |
| 3Y | -6.6% | +153.0% | -159.6% | -30.9% |
| 5Y | +9.4% | +222.3% | -212.9% | -25.2% |
| 10Y | +220.5% | +291.0% | -70.5% | +95.2% |
| All | +8,284.8% | +4,092.2% | +4,192.6% | +2,602.6% |
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