+821.1%
PM vs WAB
+1,813.2%
-992.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.6% | -3.6% |
| 7D | -7.3% | +4.0% | -11.3% | -8.2% |
| 30D | -4.0% | +4.5% | -8.5% | -5.1% |
| 3M | +2.7% | +2.3% | +0.5% | +1.9% |
| 6M | +14.9% | +12.5% | +2.4% | +11.0% |
| YTD | +23.5% | +40.2% | -16.7% | +12.9% |
| 1Y | +30.4% | +45.2% | -14.9% | +18.0% |
| 3Y | +143.2% | +171.8% | -28.6% | +84.6% |
| 5Y | +159.5% | +217.6% | -58.1% | +86.6% |
| 10Y | +234.7% | +285.3% | -50.7% | +112.6% |
| All | +821.1% | +1,813.2% | -992.2% | +265.2% |
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