+3,728.4%
WAB vs A
+557.8%
+3,170.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.1% |
| 7D | +4.0% | +1.4% | +2.6% | +3.7% |
| 30D | +6.3% | +4.3% | +2.0% | +5.1% |
| 3M | +3.3% | +19.8% | -16.5% | -2.1% |
| 6M | +14.5% | +54.4% | -39.9% | +0.2% |
| YTD | +42.7% | +31.7% | +11.0% | +30.4% |
| 1Y | +45.2% | +22.4% | +22.7% | +35.4% |
| 3Y | +173.8% | +67.7% | +106.1% | +129.7% |
| 5Y | +223.8% | +15.7% | +208.0% | +198.3% |
| 10Y | +280.5% | +308.7% | -28.2% | +147.4% |
| All | +3,728.4% | +557.8% | +3,170.6% | +1,737.2% |
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