+63.3%
NDAQ vs WAB
+200.7%
-137.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +16.5% | +0.4% | +16.1% | +16.1% |
| 3M | +13.5% | -3.8% | +17.3% | +14.7% |
| 6M | +20.9% | +5.1% | +15.8% | +17.7% |
| YTD | +11.4% | +33.3% | -21.9% | -2.0% |
| 1Y | +25.9% | +39.8% | -13.9% | +8.5% |
| 3Y | +119.9% | +161.1% | -41.2% | +43.5% |
| All | +63.3% | +200.7% | -137.4% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling