+83.0%
PL vs WAB
+242.3%
-159.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | -9.3% | -3.2% | -6.1% | -7.0% |
| 30D | -18.9% | -4.4% | -14.5% | -16.1% |
| 3M | -58.4% | +7.9% | -66.2% | -61.5% |
| 6M | -30.3% | +8.7% | -39.0% | -36.0% |
| YTD | -8.1% | +33.0% | -41.1% | -29.4% |
| 1Y | +180.5% | +46.7% | +133.8% | +98.3% |
| 3Y | +444.1% | +153.0% | +291.2% | +166.6% |
| 5Y | +83.0% | +222.3% | -139.2% | -22.5% |
| All | +83.0% | +242.3% | -159.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling