+78.2%
UBER vs WAB
+220.4%
-142.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -7.0% | +0.2% | -7.3% | -7.1% |
| 30D | -8.9% | -4.6% | -4.4% | -6.6% |
| 3M | +1.0% | +5.6% | -4.6% | -3.4% |
| 6M | -3.7% | +13.8% | -17.5% | -12.9% |
| YTD | -13.0% | +31.9% | -44.9% | -28.9% |
| 1Y | -25.5% | +48.3% | -73.8% | -43.8% |
| 3Y | +50.5% | +167.1% | -116.7% | -29.7% |
| All | +78.2% | +220.4% | -142.2% | -29.3% |
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