+72.5%
WAB vs ADVB
-97.1%
+169.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.0% | -9.7% | -0.1% |
| 7D | +3.1% | +10.5% | -7.4% | +2.8% |
| 30D | +6.4% | -56.0% | +62.5% | +9.0% |
| 3M | +2.2% | -70.1% | +72.3% | +5.6% |
| 6M | +13.7% | -53.7% | +67.4% | +14.6% |
| YTD | +43.0% | -60.3% | +103.3% | +43.6% |
| 1Y | +47.0% | -73.1% | +120.1% | +49.4% |
| All | +72.5% | -97.1% | +169.6% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling