+119.0%
PAAS vs WAB
+222.7%
-103.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -2.9% | -3.2% | +0.3% | -1.5% |
| 30D | +6.8% | -4.4% | +11.2% | +8.8% |
| 3M | -2.9% | +7.9% | -10.7% | -6.7% |
| 6M | -16.4% | +8.7% | -25.1% | -19.9% |
| YTD | 0.0% | +33.0% | -33.0% | -11.6% |
| 1Y | +54.3% | +46.7% | +7.7% | +30.9% |
| 3Y | +230.7% | +153.0% | +77.7% | +118.7% |
| All | +119.0% | +222.7% | -103.8% | +29.8% |
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 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