+73.9%
PR vs WAB
+282.0%
-208.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | -0.4% |
| 7D | -9.5% | +4.0% | -13.5% | -12.4% |
| 30D | -5.7% | +6.3% | -12.0% | -10.7% |
| 3M | +3.0% | +3.3% | -0.3% | -0.8% |
| 6M | +11.8% | +14.5% | -2.7% | -2.8% |
| YTD | +58.5% | +42.7% | +15.8% | +12.4% |
| 1Y | +69.9% | +45.2% | +24.7% | +18.3% |
| 3Y | +84.9% | +173.8% | -88.9% | -26.5% |
| 5Y | +246.4% | +223.8% | +22.7% | +17.5% |
| All | +73.9% | +282.0% | -208.1% | -46.3% |
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