+267.7%
PR vs WAB
+214.2%
+53.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.7% |
| 7D | +6.0% | +5.1% | +0.9% | +2.7% |
| 30D | -4.2% | +4.0% | -8.2% | -6.9% |
| 3M | +10.0% | +0.1% | +9.9% | +9.0% |
| 6M | +15.6% | +12.8% | +2.8% | +4.4% |
| YTD | +68.2% | +40.1% | +28.1% | +26.9% |
| 1Y | +79.2% | +46.4% | +32.8% | +30.4% |
| 3Y | +94.9% | +167.4% | -72.5% | -14.4% |
| All | +267.7% | +214.2% | +53.5% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling