-39.0%
U vs WAB
+329.0%
-368.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.5% |
| 7D | -3.8% | -3.2% | -0.6% | -1.7% |
| 30D | +17.5% | -4.4% | +21.9% | +20.8% |
| 3M | +38.7% | +7.9% | +30.9% | +29.7% |
| 6M | +104.4% | +8.7% | +95.7% | +87.3% |
| YTD | -5.7% | +33.0% | -38.7% | -26.7% |
| 1Y | +3.7% | +46.7% | -43.0% | -25.3% |
| 3Y | +12.3% | +153.0% | -140.7% | -45.3% |
| 5Y | -68.8% | +222.3% | -291.1% | -86.5% |
| All | -39.0% | +329.0% | -368.1% | -70.4% |
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