+3.5%
W vs WAB
+46.1%
-42.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.4% | +3.1% | -10.5% | -9.0% |
| 30D | +7.8% | +6.4% | +1.4% | +4.1% |
| 3M | +10.9% | +2.2% | +8.7% | +9.4% |
| 6M | +86.4% | +13.7% | +72.7% | +72.4% |
| YTD | +14.0% | +43.0% | -29.0% | -16.8% |
| 1Y | +3.5% | +47.0% | -43.4% | -26.4% |
| All | +3.5% | +46.1% | -42.6% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling