+32.9%
UL vs WAB
+223.3%
-190.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +2.6% | +4.0% | -1.5% | +1.9% |
| 30D | +6.8% | +6.3% | +0.4% | +5.6% |
| 3M | +5.7% | +3.3% | +2.5% | +5.0% |
| 6M | +15.9% | +14.5% | +1.4% | +12.9% |
| YTD | +4.3% | +42.7% | -38.4% | -2.3% |
| 1Y | -0.4% | +45.2% | -45.6% | -7.0% |
| 3Y | +35.0% | +173.8% | -138.8% | +5.8% |
| All | +32.9% | +223.3% | -190.4% | +0.1% |
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