+1,677.1%
PLTR vs WAB
+399.0%
+1,278.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.3% |
| 7D | -3.8% | +4.0% | -7.8% | -5.8% |
| 30D | -19.2% | +6.3% | -25.6% | -22.0% |
| 3M | -3.7% | +3.3% | -6.9% | -5.5% |
| 6M | +22.5% | +14.5% | +8.0% | +10.5% |
| YTD | -5.0% | +42.7% | -47.7% | -28.0% |
| 1Y | -12.8% | +45.2% | -58.0% | -34.6% |
| 3Y | +758.3% | +173.8% | +584.5% | +322.8% |
| 5Y | +649.6% | +223.8% | +425.9% | +232.3% |
| All | +1,677.1% | +399.0% | +1,278.0% | +672.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling