+48.1%
PAAS vs WAB
+214.2%
-166.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | -8.9% | +5.1% | -14.0% | -11.0% |
| 30D | -11.4% | +4.0% | -15.4% | -13.0% |
| 3M | -20.4% | +0.1% | -20.5% | -20.6% |
| 6M | -40.7% | +12.8% | -53.5% | -44.2% |
| YTD | -26.9% | +40.1% | -67.0% | -37.1% |
| 1Y | -3.1% | +46.4% | -49.4% | -18.0% |
| 3Y | +199.3% | +167.4% | +31.9% | +91.8% |
| All | +48.1% | +214.2% | -166.1% | -14.5% |
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 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