+1,142.4%
PAAS vs WAB
+4,092.2%
-2,949.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | +6.8% | -4.4% | +11.2% | +7.7% |
| 3M | -2.9% | +7.9% | -10.7% | -4.4% |
| 6M | -16.4% | +8.7% | -25.1% | -17.8% |
| YTD | 0.0% | +33.0% | -33.0% | -5.2% |
| 1Y | +54.3% | +46.7% | +7.7% | +43.5% |
| 3Y | +230.7% | +153.0% | +77.7% | +177.4% |
| 5Y | +111.6% | +222.3% | -110.6% | +69.2% |
| 10Y | +211.7% | +291.0% | -79.3% | +129.7% |
| All | +1,142.4% | +4,092.2% | -2,949.8% | +632.9% |
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