+44.8%
PL vs WAB
+268.1%
-223.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | +13.4% | +3.1% | +10.2% | +11.3% |
| 30D | -10.2% | +6.4% | -16.6% | -14.0% |
| 3M | -39.5% | +2.2% | -41.7% | -40.3% |
| 6M | -65.7% | +13.7% | -79.4% | -69.4% |
| YTD | -27.3% | +43.0% | -70.3% | -47.1% |
| 1Y | +15.0% | +47.0% | -32.0% | -17.9% |
| 3Y | +560.8% | +174.4% | +386.4% | +205.1% |
| 5Y | +38.4% | +222.2% | -183.8% | -44.4% |
| All | +44.8% | +268.1% | -223.3% | -41.7% |
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