+3,468.1%
WAB vs A
+457.0%
+3,011.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -3.2% | -1.9% | -1.3% | -2.7% |
| 30D | -4.4% | +6.9% | -11.4% | -6.4% |
| 3M | +7.9% | +9.2% | -1.4% | +4.9% |
| 6M | +8.7% | +25.7% | -17.0% | +0.9% |
| YTD | +33.0% | +11.5% | +21.4% | +27.5% |
| 1Y | +46.7% | +18.4% | +28.3% | +37.9% |
| 3Y | +153.0% | +26.6% | +126.4% | +130.0% |
| 5Y | +222.3% | -12.8% | +235.1% | +221.8% |
| 10Y | +291.0% | +247.2% | +43.8% | +166.7% |
| All | +3,468.1% | +457.0% | +3,011.1% | +1,697.4% |
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