+358.2%
PSX vs WAB
+269.8%
+88.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +6.4% | +7.9% | -1.5% | +2.4% |
| 30D | -10.2% | +4.9% | -15.1% | -12.5% |
| 3M | +17.2% | +1.8% | +15.4% | +15.5% |
| 6M | +51.8% | +12.0% | +39.8% | +40.9% |
| YTD | +108.0% | +41.3% | +66.7% | +68.4% |
| 1Y | +96.1% | +43.8% | +52.3% | +57.1% |
| 3Y | +155.9% | +171.1% | -15.2% | +43.8% |
| 5Y | +306.9% | +217.7% | +89.2% | +105.2% |
| All | +358.2% | +269.8% | +88.4% | +84.9% |
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