-63.1%
W vs WAB
+222.7%
-285.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.7% |
| 7D | -4.2% | -3.2% | -1.0% | -0.5% |
| 30D | -7.6% | -4.4% | -3.1% | -3.0% |
| 3M | +37.2% | +7.9% | +29.3% | +24.1% |
| 6M | +26.3% | +8.7% | +17.6% | +11.6% |
| YTD | -1.0% | +33.0% | -34.0% | -31.7% |
| 1Y | +20.1% | +46.7% | -26.6% | -27.1% |
| 3Y | +37.8% | +153.0% | -115.2% | -58.0% |
| All | -63.1% | +222.7% | -285.9% | -91.2% |
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