+380.5%
PSX vs WAB
+293.0%
+87.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +21.6% | -4.6% | +26.2% | +24.4% |
| 3M | +46.5% | +5.6% | +40.8% | +40.9% |
| 6M | +62.0% | +13.8% | +48.2% | +48.0% |
| YTD | +106.3% | +31.9% | +74.5% | +73.8% |
| 1Y | +103.0% | +48.3% | +54.7% | +59.7% |
| 3Y | +135.5% | +167.1% | -31.6% | +33.6% |
| 5Y | +368.5% | +222.9% | +145.6% | +135.1% |
| All | +380.5% | +293.0% | +87.6% | +88.9% |
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