+257.9%
SPOT vs WAB
+168.8%
+89.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +1.6% | +5.1% | -3.5% | +1.0% |
| 30D | +16.9% | +4.0% | +12.9% | +16.3% |
| 3M | +23.0% | +0.1% | +22.9% | +22.9% |
| 6M | +42.2% | +12.8% | +29.4% | +37.9% |
| YTD | +5.5% | +40.1% | -34.6% | -5.5% |
| 1Y | -5.1% | +46.4% | -51.4% | -16.5% |
| 3Y | +257.9% | +167.4% | +90.5% | +197.1% |
| All | +257.9% | +168.8% | +89.1% | +197.1% |
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