+215.7%
PR vs WAB
+198.1%
+17.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -1.5% |
| 7D | -16.5% | -2.5% | -14.1% | -15.5% |
| 30D | -4.5% | -4.4% | -0.2% | -2.3% |
| 3M | +8.5% | -5.9% | +14.5% | +11.8% |
| 6M | -3.3% | +5.9% | -9.3% | -9.4% |
| YTD | +55.7% | +30.9% | +24.8% | +22.5% |
| 1Y | +82.0% | +35.8% | +46.2% | +38.7% |
| 3Y | +62.5% | +154.0% | -91.5% | -26.5% |
| All | +215.7% | +198.1% | +17.6% | +30.7% |
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 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