+224.0%
TER vs WAB
+49.8%
+174.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.4% |
| 7D | +11.0% | +1.7% | +9.3% | +8.5% |
| 30D | -1.9% | -2.4% | +0.5% | +1.7% |
| 3M | -0.7% | +9.7% | -10.3% | -14.4% |
| 6M | +36.4% | +16.5% | +19.8% | +8.0% |
| YTD | +92.4% | +33.7% | +58.7% | +22.4% |
| All | +224.0% | +49.8% | +174.2% | +68.4% |
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