-0.4%
PL vs WAB
+46.5%
-46.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.9% |
| 7D | -11.7% | +4.5% | -16.3% | -13.7% |
| 30D | -27.1% | +1.1% | -28.2% | -27.5% |
| 3M | -44.6% | -1.3% | -43.3% | -44.3% |
| 6M | -67.2% | +12.7% | -79.9% | -69.3% |
| YTD | -35.9% | +38.7% | -74.5% | -51.8% |
| 1Y | -0.4% | +44.9% | -45.3% | -29.6% |
| All | -0.4% | +46.5% | -46.9% | -29.6% |
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