+30.3%
O vs WAB
+168.6%
-138.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -0.6% | +1.7% | -2.2% | -0.7% |
| 30D | -2.0% | -2.4% | +0.5% | -1.7% |
| 3M | +3.0% | +9.7% | -6.7% | +1.6% |
| 6M | -3.6% | +16.5% | -20.2% | -5.8% |
| YTD | +12.1% | +33.7% | -21.7% | +7.8% |
| 1Y | +8.9% | +49.7% | -40.8% | +3.3% |
| 3Y | +30.3% | +170.9% | -140.6% | +2.7% |
| All | +30.3% | +168.6% | -138.2% | +2.7% |
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 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