+1,392.2%
TER vs WAB
+4,103.0%
-2,710.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.7% | +1.7% |
| 7D | -20.5% | +1.4% | -21.9% | -20.8% |
| 30D | -47.0% | +0.4% | -47.4% | -46.9% |
| 3M | -43.3% | -3.8% | -39.4% | -41.8% |
| 6M | -42.9% | +5.1% | -48.0% | -43.7% |
| YTD | +12.9% | +33.3% | -20.4% | +0.3% |
| 1Y | +18.2% | +39.8% | -21.7% | +2.8% |
| 3Y | +151.8% | +161.1% | -9.3% | +65.9% |
| 5Y | +54.2% | +209.5% | -155.2% | -5.1% |
| 10Y | +908.2% | +293.8% | +614.4% | +409.3% |
| All | +1,392.2% | +4,103.0% | -2,710.9% | +191.3% |
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