+29.4%
NDAQ vs WAB
+46.5%
-17.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.6% |
| 7D | +3.9% | +4.5% | -0.6% | +4.0% |
| 30D | +19.0% | +1.1% | +17.9% | +19.0% |
| 3M | +17.6% | -1.3% | +18.8% | +17.5% |
| 6M | +21.0% | +12.7% | +8.2% | +21.0% |
| YTD | +14.1% | +38.7% | -24.6% | +7.9% |
| 1Y | +29.4% | +44.9% | -15.5% | +20.7% |
| All | +29.4% | +46.5% | -17.1% | +20.7% |
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