+74.5%
UBER vs WAB
+309.3%
-234.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | -7.6% | -5.9% | -1.7% | -4.3% |
| 3M | +5.8% | +9.4% | -3.6% | -1.3% |
| 6M | +0.3% | +13.8% | -13.6% | -9.6% |
| YTD | -11.2% | +31.8% | -43.0% | -27.5% |
| 1Y | -23.0% | +48.5% | -71.5% | -42.0% |
| 3Y | +53.6% | +167.0% | -113.4% | -24.0% |
| 5Y | +81.9% | +222.3% | -140.4% | -21.2% |
| All | +74.5% | +309.3% | -234.8% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling