+57.9%
WAB vs ADVB
-97.6%
+155.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.5% | +3.9% | -5.3% |
| 7D | -2.5% | -28.0% | +25.6% | -1.5% |
| 30D | -4.4% | -70.2% | +65.9% | -0.8% |
| 3M | -5.9% | -76.1% | +70.2% | -2.1% |
| 6M | +5.9% | -72.3% | +78.3% | +8.3% |
| YTD | +30.9% | -67.5% | +98.4% | +32.4% |
| 1Y | +35.8% | -78.6% | +114.4% | +39.1% |
| All | +57.9% | -97.6% | +155.6% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling