+199.5%
PAAS vs WAB
+288.1%
-88.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -2.9% | -3.2% | +0.3% | -2.0% |
| 30D | +6.8% | -4.4% | +11.2% | +8.1% |
| 3M | -2.9% | +7.9% | -10.7% | -5.2% |
| 6M | -16.4% | +8.7% | -25.1% | -18.5% |
| YTD | 0.0% | +33.0% | -33.0% | -7.5% |
| 1Y | +54.3% | +46.7% | +7.7% | +38.9% |
| 3Y | +230.7% | +153.0% | +77.7% | +157.3% |
| 5Y | +111.6% | +222.3% | -110.6% | +54.5% |
| All | +199.5% | +288.1% | -88.7% | +80.8% |
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