+285.3%
WAB vs ALLE
+233.6%
+51.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.4% | +3.5% |
| 7D | +4.0% | -0.6% | +4.6% | +4.4% |
| 30D | +4.5% | +26.6% | -22.1% | -9.8% |
| 3M | +2.3% | +13.2% | -10.9% | -5.7% |
| 6M | +12.5% | +42.9% | -30.4% | -10.5% |
| YTD | +40.2% | +21.0% | +19.1% | +22.4% |
| 1Y | +45.2% | +15.2% | +30.1% | +30.6% |
| 3Y | +171.8% | +95.6% | +76.2% | +68.4% |
| 5Y | +217.6% | +53.4% | +164.2% | +125.6% |
| 10Y | +285.3% | +221.5% | +63.8% | +76.0% |
| All | +285.3% | +233.6% | +51.7% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling