+25.7%
NDAQ vs WAB
+42.5%
-16.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.2% |
| 7D | +1.3% | +5.1% | -3.8% | +1.2% |
| 30D | +18.0% | +4.0% | +13.9% | +17.9% |
| 3M | +11.5% | +0.1% | +11.4% | +11.4% |
| 6M | +21.1% | +12.8% | +8.3% | +21.4% |
| YTD | +12.8% | +40.1% | -27.3% | +7.3% |
| 1Y | +25.7% | +46.4% | -20.7% | +18.1% |
| All | +25.7% | +42.5% | -16.8% | +18.1% |
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