+134.1%
PSX vs WAB
+168.6%
-34.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +2.8% | +1.7% | +1.2% | +2.3% |
| 30D | +27.8% | -2.4% | +30.2% | +28.8% |
| 3M | +42.0% | +9.7% | +32.4% | +36.3% |
| 6M | +58.1% | +16.5% | +41.6% | +45.9% |
| YTD | +105.0% | +33.7% | +71.3% | +75.6% |
| 1Y | +104.9% | +49.7% | +55.2% | +64.5% |
| 3Y | +134.1% | +170.9% | -36.9% | +58.4% |
| All | +134.1% | +168.6% | -34.5% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling