+73.2%
PR vs WAB
+157.8%
-84.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.2% |
| 7D | -16.4% | +1.4% | -17.8% | -17.0% |
| 30D | -1.9% | +0.4% | -2.3% | -2.3% |
| 3M | +8.0% | -3.8% | +11.8% | +9.4% |
| 6M | +4.1% | +5.1% | -1.0% | +0.1% |
| YTD | +58.7% | +33.3% | +25.4% | +28.6% |
| 1Y | +75.8% | +39.8% | +36.0% | +37.4% |
| 3Y | +73.2% | +161.1% | -87.9% | -10.2% |
| All | +73.2% | +157.8% | -84.6% | -10.2% |
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 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