+3,976.6%
O vs WAB
+4,092.2%
-115.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -0.7% | -3.2% | +2.5% | +0.2% |
| 30D | -1.9% | -4.4% | +2.6% | -0.6% |
| 3M | +3.8% | +7.9% | -4.0% | +1.0% |
| 6M | -4.7% | +8.7% | -13.5% | -7.8% |
| YTD | +12.5% | +33.0% | -20.5% | +2.6% |
| 1Y | +10.8% | +46.7% | -35.8% | -2.1% |
| 3Y | +28.8% | +153.0% | -124.2% | -5.2% |
| 5Y | +13.2% | +222.3% | -209.1% | -23.6% |
| 10Y | +53.5% | +291.0% | -237.5% | -8.2% |
| All | +3,976.6% | +4,092.2% | -115.7% | +1,248.5% |
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