+45.2%
PL vs WAB
+260.9%
-215.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.1% | +9.4% | +10.4% |
| 7D | +10.9% | +4.0% | +6.9% | +8.2% |
| 30D | -16.4% | +4.5% | -20.8% | -18.7% |
| 3M | -39.9% | +2.3% | -42.2% | -40.8% |
| 6M | -63.2% | +12.5% | -75.7% | -66.8% |
| YTD | -27.1% | +40.2% | -67.3% | -46.1% |
| 1Y | +12.2% | +45.2% | -33.0% | -19.1% |
| 3Y | +584.3% | +171.8% | +412.5% | +219.0% |
| 5Y | +37.0% | +217.6% | -180.6% | -44.1% |
| All | +45.2% | +260.9% | -215.7% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling