+17.5%
P vs WAB
+46.5%
-29.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.6% |
| 7D | -19.4% | +4.5% | -23.9% | -21.3% |
| 30D | -22.3% | +1.1% | -23.4% | -22.8% |
| 3M | +33.2% | -1.3% | +34.5% | +33.9% |
| 6M | +53.6% | +12.7% | +40.9% | +46.0% |
| YTD | +66.8% | +38.7% | +28.1% | +45.0% |
| 1Y | +17.5% | +44.9% | -27.4% | +3.6% |
| All | +17.5% | +46.5% | -29.0% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling