+82.2%
UBER vs WAB
+313.1%
-230.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -3.9% | -3.2% | -0.7% | -2.0% |
| 30D | +11.1% | -4.4% | +15.6% | +14.0% |
| 3M | +4.9% | +7.9% | -2.9% | -1.2% |
| 6M | -1.2% | +8.7% | -9.9% | -8.3% |
| YTD | -7.3% | +33.0% | -40.3% | -24.7% |
| 1Y | -17.6% | +46.7% | -64.3% | -37.4% |
| 3Y | +61.1% | +153.0% | -91.9% | -17.4% |
| 5Y | +87.9% | +222.3% | -134.4% | -18.6% |
| All | +82.2% | +313.1% | -230.8% | -43.3% |
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 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