+1,582.1%
TER vs WAB
+4,319.4%
-2,737.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.1% | +7.6% | +10.2% |
| 7D | -5.8% | +4.0% | -9.7% | -7.0% |
| 30D | -38.9% | +4.5% | -43.4% | -39.8% |
| 3M | -35.1% | +2.3% | -37.4% | -35.3% |
| 6M | -31.6% | +12.5% | -44.0% | -34.6% |
| YTD | +27.2% | +40.2% | -12.9% | +10.5% |
| 1Y | +35.2% | +45.2% | -10.0% | +15.7% |
| 3Y | +192.8% | +171.8% | +21.0% | +89.5% |
| 5Y | +72.4% | +217.6% | -145.2% | +4.9% |
| 10Y | +1,001.8% | +285.3% | +716.5% | +462.3% |
| All | +1,582.1% | +4,319.4% | -2,737.3% | +220.9% |
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