+9,293.2%
PH vs WAB
+4,103.0%
+5,190.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +2.1% |
| 7D | +2.0% | +1.4% | +0.6% | +1.3% |
| 30D | -3.7% | +0.4% | -4.1% | -3.8% |
| 3M | -14.0% | -3.8% | -10.2% | -12.5% |
| 6M | +2.1% | +5.1% | -3.0% | -0.3% |
| YTD | +5.1% | +33.3% | -28.3% | -7.2% |
| 1Y | +10.9% | +39.8% | -28.9% | -4.0% |
| 3Y | +132.9% | +161.1% | -28.1% | +56.1% |
| 5Y | +200.1% | +209.5% | -9.4% | +88.6% |
| 10Y | +783.8% | +293.8% | +490.0% | +393.1% |
| All | +9,293.2% | +4,103.0% | +5,190.1% | +2,533.1% |
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 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