+11.2%
P vs WAB
+45.2%
-34.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.1% | +2.9% |
| 7D | -9.6% | +4.0% | -13.6% | -11.2% |
| 30D | -33.4% | +4.5% | -37.9% | -34.7% |
| 3M | +14.2% | +2.3% | +11.9% | +13.4% |
| 6M | +31.6% | +12.5% | +19.1% | +25.7% |
| YTD | +53.5% | +40.2% | +13.3% | +35.0% |
| All | +11.2% | +45.2% | -34.0% | -1.2% |
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