+144.0%
PSX vs WAB
+175.0%
-31.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -7.8% | +4.0% | -11.8% | -9.0% |
| 30D | -9.9% | +6.3% | -16.2% | -11.7% |
| 3M | +16.9% | +3.3% | +13.7% | +15.5% |
| 6M | +48.0% | +14.5% | +33.5% | +39.7% |
| YTD | +98.3% | +42.7% | +55.7% | +65.0% |
| 1Y | +86.2% | +45.2% | +41.0% | +53.2% |
| 3Y | +144.0% | +173.8% | -29.8% | +51.3% |
| All | +144.0% | +175.0% | -31.1% | +51.3% |
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