-87.4%
OPEN vs WAB
+418.5%
-505.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.0% |
| 7D | -31.1% | +3.1% | -34.2% | -32.8% |
| 30D | -34.7% | +6.4% | -41.1% | -38.0% |
| 3M | -61.9% | +2.2% | -64.0% | -62.8% |
| 6M | -71.9% | +13.7% | -85.6% | -75.0% |
| YTD | -76.6% | +43.0% | -119.6% | -82.9% |
| 1Y | -83.9% | +47.0% | -130.9% | -88.5% |
| 3Y | -34.4% | +174.4% | -208.8% | -72.8% |
| 5Y | -93.9% | +222.2% | -316.1% | -97.7% |
| All | -87.4% | +418.5% | -505.9% | -95.4% |
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 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