-87.9%
OPEN vs WAB
+417.3%
-505.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.8% | -8.9% | -8.4% |
| 7D | -24.7% | +4.0% | -28.7% | -27.0% |
| 30D | -41.0% | +6.3% | -47.3% | -43.9% |
| 3M | -62.4% | +3.3% | -65.6% | -63.5% |
| 6M | -73.9% | +14.5% | -88.3% | -76.9% |
| YTD | -77.5% | +42.7% | -120.2% | -83.5% |
| 1Y | -83.6% | +45.2% | -128.8% | -88.1% |
| 3Y | -37.0% | +173.8% | -210.8% | -73.8% |
| 5Y | -93.3% | +223.8% | -317.1% | -97.5% |
| All | -87.9% | +417.3% | -505.2% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling