+180.5%
PL vs WAB
+48.2%
+132.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -9.3% | -3.2% | -6.1% | -8.1% |
| 30D | -18.9% | -4.4% | -14.5% | -17.4% |
| 3M | -58.4% | +7.9% | -66.2% | -60.0% |
| 6M | -30.3% | +8.7% | -39.0% | -32.4% |
| YTD | -8.1% | +33.0% | -41.1% | -19.2% |
| 1Y | +180.5% | +46.7% | +133.8% | +156.8% |
| All | +180.5% | +48.2% | +132.3% | +156.8% |
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