-68.0%
U vs WAB
+231.1%
-299.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.1% |
| 7D | +4.5% | +1.7% | +2.8% | +3.0% |
| 30D | -0.6% | -2.4% | +1.8% | +1.5% |
| 3M | +48.4% | +9.7% | +38.8% | +33.1% |
| 6M | +115.4% | +16.5% | +98.8% | +77.6% |
| YTD | -3.2% | +33.7% | -36.9% | -32.4% |
| 1Y | -6.0% | +49.7% | -55.7% | -42.1% |
| 3Y | +13.5% | +170.9% | -157.5% | -66.0% |
| 5Y | -68.0% | +228.0% | -296.1% | -92.1% |
| All | -68.0% | +231.1% | -299.1% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling