+69.9%
PR vs WAB
+153.1%
-83.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -2.6% |
| 7D | -16.5% | -2.5% | -14.1% | -15.8% |
| 30D | -4.5% | -4.4% | -0.2% | -2.9% |
| 3M | +8.5% | -5.9% | +14.5% | +11.0% |
| 6M | -3.3% | +5.9% | -9.3% | -7.9% |
| YTD | +55.7% | +30.9% | +24.8% | +27.1% |
| 1Y | +82.0% | +35.8% | +46.2% | +44.3% |
| All | +69.9% | +153.1% | -83.2% | -11.3% |
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 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