+572.2%
PBR vs WAB
+220.1%
+352.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | +22.7% | -5.9% | +28.6% | +24.2% |
| 3M | +21.5% | +9.4% | +12.1% | +18.6% |
| 6M | +24.0% | +13.8% | +10.2% | +19.1% |
| YTD | +88.2% | +31.8% | +56.5% | +73.6% |
| 1Y | +74.8% | +48.5% | +26.3% | +55.5% |
| 3Y | +105.1% | +167.0% | -61.8% | +50.0% |
| 5Y | +572.2% | +222.3% | +349.9% | +335.1% |
| All | +572.2% | +220.1% | +352.1% | +335.1% |
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