+172.8%
W vs WAB
+174.1%
-1.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.6% | -0.1% |
| 7D | +3.3% | +4.0% | -0.7% | -0.1% |
| 30D | +10.5% | +4.5% | +6.1% | +6.2% |
| 3M | +9.6% | +2.3% | +7.3% | +6.9% |
| 6M | +76.4% | +12.5% | +63.9% | +55.9% |
| YTD | +16.4% | +40.2% | -23.8% | -20.3% |
| 1Y | +9.3% | +45.2% | -35.9% | -28.1% |
| 3Y | +172.8% | +171.8% | +1.0% | -2.1% |
| All | +172.8% | +174.1% | -1.3% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling