-70.0%
U vs WAB
+216.2%
-286.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.3% | -4.4% |
| 7D | +32.3% | +4.0% | +28.3% | +26.8% |
| 30D | +9.7% | +4.5% | +5.2% | +4.6% |
| 3M | +19.6% | +2.3% | +17.3% | +15.9% |
| 6M | +82.6% | +12.5% | +70.2% | +58.0% |
| YTD | +16.4% | +40.2% | -23.7% | -23.1% |
| 1Y | +28.5% | +45.2% | -16.7% | -18.4% |
| 3Y | +103.8% | +171.8% | -68.0% | -39.9% |
| 5Y | -70.0% | +217.6% | -287.6% | -92.8% |
| All | -70.0% | +216.2% | -286.3% | -92.8% |
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