+2,343.0%
SPY vs WAB
+4,092.2%
-1,749.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.1% | -3.2% | +3.3% | +1.0% |
| 30D | +0.1% | -4.4% | +4.5% | +1.3% |
| 3M | +2.0% | +7.9% | -5.9% | -0.4% |
| 6M | +13.0% | +8.7% | +4.3% | +9.9% |
| YTD | +13.5% | +33.0% | -19.4% | +4.4% |
| 1Y | +20.0% | +46.7% | -26.7% | +7.3% |
| 3Y | +77.2% | +153.0% | -75.8% | +36.1% |
| 5Y | +81.9% | +222.3% | -140.4% | +30.3% |
| 10Y | +314.1% | +291.0% | +23.1% | +166.4% |
| All | +2,343.0% | +4,092.2% | -1,749.2% | +802.2% |
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