+147.8%
PR vs WAB
+266.9%
-119.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -0.7% |
| 7D | -16.5% | -2.5% | -14.1% | -15.2% |
| 30D | -4.5% | -4.4% | -0.2% | -1.9% |
| 3M | +8.5% | -5.9% | +14.5% | +12.5% |
| 6M | -3.3% | +5.9% | -9.3% | -10.5% |
| YTD | +55.7% | +30.9% | +24.8% | +19.5% |
| 1Y | +82.0% | +35.8% | +46.2% | +35.1% |
| 3Y | +62.5% | +154.0% | -91.5% | -28.9% |
| 5Y | +223.9% | +203.9% | +20.0% | +21.0% |
| 10Y | +64.2% | +286.7% | -222.5% | -43.1% |
| All | +147.8% | +266.9% | -119.1% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling