+122.5%
PM vs WAB
+162.1%
-39.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -3.4% | -4.4% | +1.1% | -3.1% |
| 3M | +5.2% | +7.9% | -2.7% | +4.3% |
| 6M | +3.7% | +8.7% | -5.0% | +2.8% |
| YTD | +15.8% | +33.0% | -17.2% | +13.4% |
| 1Y | +17.4% | +46.7% | -29.3% | +14.3% |
| All | +122.5% | +162.1% | -39.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling