+112.5%
NET vs WAB
+222.7%
-110.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.5% |
| 7D | -7.0% | -3.2% | -3.8% | -4.5% |
| 30D | -4.8% | -4.4% | -0.4% | -1.3% |
| 3M | +3.8% | +7.9% | -4.0% | -4.3% |
| 6M | +50.0% | +8.7% | +41.3% | +34.4% |
| YTD | +41.5% | +33.0% | +8.5% | +4.4% |
| 1Y | +32.8% | +46.7% | -13.8% | -11.0% |
| 3Y | +335.9% | +153.0% | +182.9% | +58.5% |
| All | +112.5% | +222.7% | -110.3% | -40.0% |
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