+1,747.8%
PLD vs WAB
+2,502.2%
-754.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -2.4% | -3.2% | +0.8% | -1.1% |
| 30D | -2.4% | -4.4% | +2.0% | -0.7% |
| 3M | -3.8% | +7.9% | -11.7% | -7.5% |
| 6M | 0.0% | +8.7% | -8.7% | -4.3% |
| YTD | +9.2% | +33.0% | -23.7% | -3.9% |
| 1Y | +25.9% | +46.7% | -20.7% | +6.1% |
| 3Y | +21.3% | +153.0% | -131.7% | -19.2% |
| 5Y | +14.1% | +222.3% | -208.1% | -31.8% |
| 10Y | +237.9% | +291.0% | -53.1% | +64.7% |
| All | +1,747.8% | +2,502.2% | -754.4% | +366.3% |
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