+7.3%
PL vs WAB
+45.2%
-37.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.1% | +9.4% | +11.2% |
| 7D | +10.9% | +4.0% | +6.9% | +8.8% |
| 30D | -16.4% | +4.5% | -20.8% | -18.1% |
| 3M | -39.9% | +2.3% | -42.2% | -40.6% |
| 6M | -63.2% | +12.5% | -75.7% | -65.5% |
| YTD | -27.1% | +40.2% | -67.3% | -43.9% |
| All | +7.3% | +45.2% | -37.9% | -18.2% |
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