+415.3%
PR vs WAB
+222.7%
+192.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | +2.9% | -3.2% | +6.1% | +4.9% |
| 30D | +18.0% | -4.4% | +22.5% | +21.2% |
| 3M | +16.9% | +7.9% | +9.0% | +9.3% |
| 6M | +28.2% | +8.7% | +19.5% | +17.1% |
| YTD | +69.3% | +33.0% | +36.4% | +32.2% |
| 1Y | +69.5% | +46.7% | +22.9% | +21.6% |
| 3Y | +81.7% | +153.0% | -71.3% | -18.3% |
| All | +415.3% | +222.7% | +192.5% | +81.7% |
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