+116.9%
NDAQ vs WAB
+160.6%
-43.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +16.5% | +0.4% | +16.1% | +16.2% |
| 3M | +13.5% | -3.8% | +17.3% | +14.4% |
| 6M | +20.9% | +5.1% | +15.8% | +18.4% |
| YTD | +11.4% | +33.3% | -21.9% | -1.0% |
| 1Y | +25.9% | +39.8% | -13.9% | +9.8% |
| All | +116.9% | +160.6% | -43.7% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling