+2,316.1%
SPY vs WAB
+4,408.2%
-2,092.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.7% |
| 30D | -2.4% | +6.4% | -8.8% | -4.0% |
| 3M | -1.2% | +2.2% | -3.3% | -1.9% |
| 6M | +3.3% | +13.7% | -10.4% | -0.7% |
| YTD | +12.3% | +43.0% | -30.7% | +1.1% |
| 1Y | +12.4% | +47.0% | -34.5% | +0.5% |
| 3Y | +78.8% | +174.4% | -95.6% | +34.4% |
| 5Y | +75.2% | +222.2% | -147.0% | +25.4% |
| 10Y | +311.1% | +276.9% | +34.2% | +166.5% |
| All | +2,316.1% | +4,408.2% | -2,092.1% | +773.9% |
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 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