+65.2%
PR vs WAB
+287.6%
-222.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.5% |
| 7D | -16.4% | +1.4% | -17.8% | -17.6% |
| 30D | -1.9% | +0.4% | -2.3% | -2.8% |
| 3M | +8.0% | -3.8% | +11.8% | +10.1% |
| 6M | +4.1% | +5.1% | -1.0% | -3.0% |
| YTD | +58.7% | +33.3% | +25.4% | +18.9% |
| 1Y | +75.8% | +39.8% | +36.0% | +26.2% |
| 3Y | +73.2% | +161.1% | -87.9% | -28.3% |
| 5Y | +230.1% | +209.5% | +20.7% | +16.6% |
| All | +65.2% | +287.6% | -222.5% | -44.7% |
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