+3,661.5%
WAB vs A
+566.3%
+3,095.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.3% |
| 7D | +4.0% | +4.8% | -0.8% | +2.7% |
| 30D | +4.5% | +5.6% | -1.2% | +2.9% |
| 3M | +2.3% | +23.6% | -21.3% | -3.9% |
| 6M | +12.5% | +56.4% | -43.9% | -1.9% |
| YTD | +40.2% | +33.4% | +6.8% | +27.6% |
| 1Y | +45.2% | +23.7% | +21.5% | +35.1% |
| 3Y | +171.8% | +71.0% | +100.8% | +126.8% |
| 5Y | +217.6% | +16.8% | +200.8% | +191.8% |
| 10Y | +285.3% | +323.8% | -38.5% | +148.2% |
| All | +3,661.5% | +566.3% | +3,095.3% | +1,698.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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