+199.3%
PAAS vs WAB
+168.8%
+30.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | -8.9% | +5.1% | -14.0% | -11.2% |
| 30D | -11.4% | +4.0% | -15.4% | -13.2% |
| 3M | -20.4% | +0.1% | -20.5% | -20.6% |
| 6M | -40.7% | +12.8% | -53.5% | -44.6% |
| YTD | -26.9% | +40.1% | -67.0% | -38.0% |
| 1Y | -3.1% | +46.4% | -49.4% | -19.2% |
| 3Y | +199.3% | +167.4% | +31.9% | +35.5% |
| All | +199.3% | +168.8% | +30.4% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling