+1,296.0%
UL vs WAB
+4,092.2%
-2,796.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -0.8% |
| 30D | +0.5% | -4.4% | +4.9% | +1.2% |
| 3M | +17.6% | +7.9% | +9.7% | +15.9% |
| 6M | -5.4% | +8.7% | -14.1% | -7.0% |
| YTD | +0.7% | +33.0% | -32.3% | -4.2% |
| 1Y | -9.3% | +46.7% | -55.9% | -15.1% |
| 3Y | +24.5% | +153.0% | -128.5% | +5.3% |
| 5Y | +23.2% | +222.3% | -199.1% | -0.6% |
| 10Y | +64.5% | +291.0% | -226.5% | +22.3% |
| All | +1,296.0% | +4,092.2% | -2,796.2% | +612.4% |
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