+42.7%
WAB vs ADVB
-74.4%
+117.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +5.0% |
| 7D | +4.0% | -1.2% | +5.2% | +4.0% |
| 30D | +4.5% | -61.4% | +65.9% | +7.4% |
| 3M | +2.3% | -67.8% | +70.1% | +5.3% |
| 6M | +12.5% | -66.9% | +79.4% | +15.0% |
| YTD | +40.2% | -64.9% | +105.1% | +43.1% |
| All | +42.7% | -74.4% | +117.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling