+9.7%
PL vs WAB
+198.1%
-188.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.6% | -4.5% | -5.4% |
| 7D | -20.5% | -2.5% | -18.1% | -18.7% |
| 30D | -38.8% | -4.4% | -34.4% | -36.3% |
| 3M | -49.1% | -5.9% | -43.2% | -46.5% |
| 6M | -69.4% | +5.9% | -75.3% | -71.3% |
| YTD | -42.3% | +30.9% | -73.3% | -56.3% |
| 1Y | -14.2% | +35.8% | -50.0% | -36.8% |
| 3Y | +398.7% | +154.0% | +244.7% | +121.1% |
| All | +9.7% | +198.1% | -188.3% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling