+1,112.1%
PSX vs WAB
+694.8%
+417.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.2% |
| 7D | +4.5% | -3.2% | +7.7% | +6.2% |
| 30D | +26.6% | -4.4% | +31.0% | +29.5% |
| 3M | +39.3% | +7.9% | +31.4% | +32.4% |
| 6M | +56.8% | +8.7% | +48.1% | +46.5% |
| YTD | +101.8% | +33.0% | +68.8% | +69.0% |
| 1Y | +99.6% | +46.7% | +53.0% | +57.8% |
| 3Y | +140.3% | +153.0% | -12.6% | +39.7% |
| 5Y | +339.3% | +222.3% | +117.1% | +119.9% |
| 10Y | +369.9% | +291.0% | +78.9% | +88.7% |
| All | +1,112.1% | +694.8% | +417.3% | +210.3% |
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 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