+403.1%
PL vs WAB
+153.1%
+250.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.6% | -4.5% | -5.1% |
| 7D | -20.5% | -2.5% | -18.1% | -18.5% |
| 30D | -38.8% | -4.4% | -34.4% | -36.1% |
| 3M | -49.1% | -5.9% | -43.2% | -46.3% |
| 6M | -69.4% | +5.9% | -75.3% | -71.4% |
| YTD | -42.3% | +30.9% | -73.3% | -58.2% |
| 1Y | -14.2% | +35.8% | -50.0% | -39.9% |
| All | +403.1% | +153.1% | +250.0% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling