+209.8%
W vs WAB
+306.7%
-96.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.6% | +1.2% |
| 7D | +3.3% | +4.0% | -0.7% | +0.9% |
| 30D | +10.5% | +4.5% | +6.1% | +7.4% |
| 3M | +9.6% | +2.3% | +7.3% | +7.8% |
| 6M | +76.4% | +12.5% | +63.9% | +62.4% |
| YTD | +16.4% | +40.2% | -23.8% | -7.9% |
| 1Y | +9.3% | +45.2% | -35.9% | -15.4% |
| 3Y | +172.8% | +171.8% | +1.0% | +46.8% |
| 5Y | -53.4% | +217.6% | -271.0% | -76.2% |
| 10Y | +243.6% | +285.3% | -41.7% | +32.5% |
| All | +209.8% | +306.7% | -96.9% | +13.4% |
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