+284.7%
P vs WAB
+214.2%
+70.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | +11.6% | +5.1% | +6.6% | +7.9% |
| 30D | -23.7% | +4.0% | -27.7% | -25.3% |
| 3M | -8.0% | +0.1% | -8.1% | -7.6% |
| 6M | +27.9% | +12.8% | +15.1% | +18.2% |
| YTD | +61.2% | +40.1% | +21.1% | +27.3% |
| 1Y | +28.6% | +46.4% | -17.8% | -2.1% |
| 3Y | +200.5% | +167.4% | +33.1% | +60.0% |
| All | +284.7% | +214.2% | +70.5% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling