+103.0%
PSX vs WAB
+47.7%
+55.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.5% |
| 7D | +1.8% | +0.2% | +1.6% | +1.9% |
| 30D | +21.6% | -4.6% | +26.2% | +21.3% |
| 3M | +46.5% | +5.6% | +40.8% | +47.3% |
| 6M | +62.0% | +13.8% | +48.2% | +62.0% |
| YTD | +106.3% | +31.9% | +74.5% | +98.0% |
| 1Y | +103.0% | +48.3% | +54.7% | +92.0% |
| All | +103.0% | +47.7% | +55.3% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling