+14.5%
NET vs WAB
+46.5%
-32.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | -16.4% | +4.5% | -20.9% | -16.6% |
| 30D | -25.8% | +1.1% | -26.9% | -25.9% |
| 3M | -11.5% | -1.3% | -10.3% | -11.6% |
| 6M | +18.9% | +12.7% | +6.2% | +17.5% |
| YTD | +35.2% | +38.7% | -3.5% | +18.8% |
| 1Y | +14.5% | +44.9% | -30.5% | -4.2% |
| All | +14.5% | +46.5% | -32.1% | -4.2% |
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