+376.3%
PSX vs WAB
+292.7%
+83.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | +15.8% | -5.9% | +21.7% | +19.2% |
| 3M | +43.0% | +9.4% | +33.6% | +35.3% |
| 6M | +61.1% | +13.8% | +47.2% | +47.1% |
| YTD | +104.5% | +31.8% | +72.8% | +72.3% |
| 1Y | +102.5% | +48.5% | +54.0% | +59.2% |
| 3Y | +133.5% | +167.0% | -33.5% | +32.4% |
| 5Y | +367.0% | +222.3% | +144.6% | +134.5% |
| All | +376.3% | +292.7% | +83.7% | +87.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling