-70.8%
OPEN vs WAB
+382.1%
-453.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -4.3% | -3.2% | -1.0% | -1.9% |
| 30D | -16.2% | -4.4% | -11.8% | -13.3% |
| 3M | -36.4% | +7.9% | -44.2% | -40.7% |
| 6M | -35.5% | +8.7% | -44.2% | -41.1% |
| YTD | -46.0% | +33.0% | -78.9% | -57.9% |
| 1Y | -47.1% | +46.7% | -93.8% | -61.7% |
| 3Y | -19.0% | +153.0% | -172.0% | -64.0% |
| 5Y | -83.6% | +222.3% | -305.8% | -93.4% |
| All | -70.8% | +382.1% | -453.0% | -88.7% |
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 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