+44.1%
PL vs WAB
+267.3%
-223.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -2.1% |
| 7D | +5.6% | +4.0% | +1.6% | +2.9% |
| 30D | -16.9% | +6.3% | -23.3% | -20.4% |
| 3M | -38.2% | +3.3% | -41.5% | -39.6% |
| 6M | -63.4% | +14.5% | -77.9% | -67.5% |
| YTD | -27.6% | +42.7% | -70.3% | -47.2% |
| 1Y | +6.6% | +45.2% | -38.6% | -23.1% |
| 3Y | +557.6% | +173.8% | +383.8% | +204.2% |
| 5Y | +39.5% | +223.8% | -184.3% | -43.9% |
| All | +44.1% | +267.3% | -223.1% | -41.9% |
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