+469.1%
P vs WAB
+231.1%
+238.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.6% |
| 7D | -23.8% | +1.4% | -25.2% | -24.2% |
| 30D | -36.6% | +0.4% | -37.0% | -36.4% |
| 3M | +10.9% | -3.8% | +14.7% | +13.9% |
| 6M | +30.0% | +5.1% | +24.9% | +27.0% |
| YTD | +44.4% | +33.3% | +11.1% | +24.0% |
| 1Y | +3.9% | +39.8% | -35.9% | -13.3% |
| 3Y | +176.6% | +161.1% | +15.5% | +71.1% |
| 5Y | +249.3% | +209.5% | +39.8% | +96.5% |
| 10Y | +726.9% | +293.8% | +433.1% | +273.2% |
| All | +469.1% | +231.1% | +238.0% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling