-0.3%
SPOT vs WAB
+46.5%
-46.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +5.0% |
| 7D | +16.6% | +4.5% | +12.0% | +18.5% |
| 30D | +29.9% | +1.1% | +28.9% | +31.0% |
| 3M | +31.3% | -1.3% | +32.5% | +31.8% |
| 6M | +43.2% | +12.7% | +30.5% | +48.4% |
| YTD | +8.1% | +38.7% | -30.6% | +14.9% |
| 1Y | -0.3% | +44.9% | -45.3% | +5.9% |
| All | -0.3% | +46.5% | -46.8% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling