+72.9%
PBR vs WAB
+46.5%
+26.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.1% | -8.1% | -6.8% |
| 7D | -11.0% | +4.5% | -15.5% | -10.4% |
| 30D | -18.8% | +1.1% | -19.8% | -18.3% |
| 3M | +7.8% | -1.3% | +9.1% | +8.3% |
| 6M | -7.6% | +12.7% | -20.3% | -5.8% |
| YTD | +72.7% | +38.7% | +34.0% | +75.5% |
| 1Y | +72.9% | +44.9% | +28.0% | +75.0% |
| All | +72.9% | +46.5% | +26.4% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling