+21.1%
PL vs WAB
+203.5%
-182.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.8% | +8.5% | +8.8% |
| 7D | -6.8% | +1.4% | -8.3% | -7.7% |
| 30D | -29.3% | +0.4% | -29.7% | -29.3% |
| 3M | -44.8% | -3.8% | -40.9% | -42.9% |
| 6M | -68.4% | +5.1% | -73.5% | -70.1% |
| YTD | -36.4% | +33.3% | -69.7% | -52.4% |
| 1Y | +0.7% | +39.8% | -39.1% | -27.7% |
| 3Y | +455.3% | +161.1% | +294.3% | +141.0% |
| All | +21.1% | +203.5% | -182.4% | -54.6% |
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