-41.4%
RAM vs WAB
-1.6%
-39.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.1% | -11.4% | -12.4% |
| 7D | -31.3% | +4.5% | -35.8% | -36.9% |
| 30D | -49.4% | +1.1% | -50.4% | -49.8% |
| 3M | -41.4% | -1.3% | -40.1% | -39.7% |
| All | -41.4% | -1.6% | -39.8% | -39.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling