-84.3%
OPEN vs WAB
+221.8%
-306.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.4% |
| 7D | -11.4% | +0.1% | -11.6% | -11.5% |
| 30D | -20.1% | -4.1% | -16.0% | -16.8% |
| 3M | -37.6% | +8.2% | -45.8% | -43.5% |
| 6M | -47.1% | +15.4% | -62.5% | -56.3% |
| YTD | -52.1% | +33.1% | -85.3% | -66.3% |
| 1Y | -73.5% | +48.1% | -121.5% | -83.5% |
| 3Y | -24.4% | +167.7% | -192.1% | -80.3% |
| All | -84.3% | +221.8% | -306.0% | -96.4% |
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