+1,668.3%
PLTR vs WAB
+389.9%
+1,278.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.6% |
| 7D | +4.7% | +5.1% | -0.3% | +1.7% |
| 30D | -16.4% | +4.0% | -20.4% | -18.2% |
| 3M | -6.2% | +0.1% | -6.3% | -6.2% |
| 6M | +29.2% | +12.8% | +16.4% | +17.5% |
| YTD | -5.5% | +40.1% | -45.6% | -27.5% |
| 1Y | -2.4% | +46.4% | -48.8% | -27.4% |
| 3Y | +752.3% | +167.4% | +584.9% | +326.0% |
| 5Y | +635.8% | +215.0% | +420.8% | +230.3% |
| All | +1,668.3% | +389.9% | +1,278.4% | +677.5% |
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