+1,091.2%
PSX vs WAB
+752.8%
+338.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.8% |
| 7D | -7.8% | +4.0% | -11.8% | -9.7% |
| 30D | -9.9% | +6.3% | -16.2% | -12.9% |
| 3M | +16.9% | +3.3% | +13.7% | +14.4% |
| 6M | +48.0% | +14.5% | +33.5% | +35.6% |
| YTD | +98.3% | +42.7% | +55.7% | +59.6% |
| 1Y | +86.2% | +45.2% | +41.0% | +48.1% |
| 3Y | +144.0% | +173.8% | -29.8% | +36.2% |
| 5Y | +287.7% | +223.8% | +63.9% | +93.2% |
| 10Y | +338.3% | +280.5% | +57.8% | +78.8% |
| All | +1,091.2% | +752.8% | +338.5% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling