+2,666.5%
NDAQ vs WAB
+4,579.7%
-1,913.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.7% |
| 7D | +2.9% | +4.0% | -1.2% | +1.1% |
| 30D | +17.5% | +6.3% | +11.2% | +14.2% |
| 3M | +15.4% | +3.3% | +12.2% | +13.5% |
| 6M | +24.6% | +14.5% | +10.1% | +16.4% |
| YTD | +14.4% | +42.7% | -28.3% | -3.2% |
| 1Y | +26.9% | +45.2% | -18.3% | +6.5% |
| 3Y | +119.8% | +173.8% | -53.9% | +39.3% |
| 5Y | +70.5% | +223.8% | -153.3% | -1.2% |
| 10Y | +475.8% | +280.5% | +195.3% | +171.7% |
| All | +2,666.5% | +4,579.7% | -1,913.2% | +390.7% |
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 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