+715.0%
P vs WAB
+283.1%
+431.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.3% |
| 7D | +7.8% | +1.7% | +6.2% | +6.9% |
| 30D | +12.3% | -2.4% | +14.7% | +14.0% |
| 3M | +37.1% | +9.7% | +27.4% | +30.2% |
| 6M | +66.1% | +16.5% | +49.6% | +51.9% |
| YTD | +50.9% | +33.7% | +17.2% | +28.1% |
| 1Y | +27.2% | +49.7% | -22.5% | +1.0% |
| 3Y | +158.7% | +170.9% | -12.3% | +53.2% |
| 5Y | +291.1% | +228.0% | +63.1% | +108.0% |
| 10Y | +715.0% | +284.8% | +430.2% | +255.6% |
| All | +715.0% | +283.1% | +431.9% | +255.6% |
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