+11.7%
PL vs WAB
+44.7%
-33.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.3% |
| 7D | +22.3% | +7.9% | +14.3% | +17.2% |
| 30D | -8.3% | +4.9% | -13.2% | -10.4% |
| 3M | -43.3% | +1.8% | -45.1% | -43.9% |
| 6M | -65.8% | +12.0% | -77.8% | -67.9% |
| YTD | -29.5% | +41.3% | -70.8% | -45.0% |
| 1Y | +11.7% | +43.8% | -32.1% | -15.1% |
| All | +11.7% | +44.7% | -33.0% | -15.1% |
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