+40.4%
PL vs WAB
+263.7%
-223.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.1% |
| 7D | +22.3% | +7.9% | +14.3% | +15.5% |
| 30D | -8.3% | +4.9% | -13.2% | -11.2% |
| 3M | -43.3% | +1.8% | -45.1% | -43.8% |
| 6M | -65.8% | +12.0% | -77.8% | -69.1% |
| YTD | -29.5% | +41.3% | -70.8% | -48.2% |
| 1Y | +11.7% | +43.8% | -32.1% | -18.8% |
| 3Y | +540.6% | +171.1% | +369.5% | +198.7% |
| 5Y | +32.9% | +217.7% | -184.8% | -46.1% |
| All | +40.4% | +263.7% | -223.3% | -43.0% |
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