+2,341.4%
TER vs WAB
+4,092.2%
-1,750.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.1% |
| 7D | +0.6% | -3.2% | +3.8% | +2.3% |
| 30D | -8.3% | -4.4% | -3.8% | -6.1% |
| 3M | -12.2% | +7.9% | -20.1% | -15.1% |
| 6M | +17.1% | +8.7% | +8.4% | +13.9% |
| YTD | +84.7% | +33.0% | +51.7% | +63.4% |
| 1Y | +199.9% | +46.7% | +153.3% | +155.0% |
| 3Y | +232.8% | +153.0% | +79.8% | +120.9% |
| 5Y | +198.6% | +222.3% | -23.7% | +79.2% |
| 10Y | +1,669.7% | +291.0% | +1,378.8% | +790.6% |
| All | +2,341.4% | +4,092.2% | -1,750.9% | +374.4% |
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 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