+361.6%
PSX vs WAB
+266.7%
+95.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +7.8% | +5.1% | +2.7% | +5.1% |
| 30D | -10.9% | +4.0% | -14.9% | -12.9% |
| 3M | +14.5% | +0.1% | +14.4% | +13.8% |
| 6M | +56.1% | +12.8% | +43.3% | +44.3% |
| YTD | +109.6% | +40.1% | +69.5% | +70.4% |
| 1Y | +95.5% | +46.4% | +49.1% | +55.1% |
| 3Y | +156.2% | +167.4% | -11.2% | +45.0% |
| 5Y | +310.0% | +215.0% | +95.0% | +107.6% |
| All | +361.6% | +266.7% | +95.0% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling