+281.3%
P vs WAB
+222.7%
+58.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | +6.5% | -3.2% | +9.7% | +8.8% |
| 30D | +18.8% | -4.4% | +23.3% | +22.7% |
| 3M | +26.7% | +7.9% | +18.9% | +20.3% |
| 6M | +62.2% | +8.7% | +53.5% | +51.9% |
| YTD | +48.5% | +33.0% | +15.5% | +21.0% |
| 1Y | +26.4% | +46.7% | -20.3% | -4.5% |
| 3Y | +159.4% | +153.0% | +6.4% | +42.2% |
| All | +281.3% | +222.7% | +58.5% | +74.2% |
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 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