+896.3%
PAAS vs WAB
+4,103.0%
-3,206.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +1.1% |
| 7D | +8.4% | +1.4% | +7.0% | +8.1% |
| 30D | -7.2% | +0.4% | -7.6% | -7.2% |
| 3M | -14.0% | -3.8% | -10.2% | -13.4% |
| 6M | -26.8% | +5.1% | -31.8% | -27.5% |
| YTD | -19.8% | +33.3% | -53.1% | -24.0% |
| 1Y | +22.8% | +39.8% | -17.0% | +15.4% |
| 3Y | +183.6% | +161.1% | +22.6% | +136.7% |
| 5Y | +73.8% | +209.5% | -135.6% | +40.0% |
| 10Y | +185.6% | +293.8% | -108.3% | +110.2% |
| All | +896.3% | +4,103.0% | -3,206.7% | +487.5% |
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 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