+280.0%
WAB vs ALLE
+222.4%
+57.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.8% |
| 30D | +0.4% | +25.3% | -24.9% | -12.8% |
| 3M | -3.8% | +10.3% | -14.1% | -10.1% |
| 6M | +5.1% | +38.0% | -33.0% | -14.8% |
| YTD | +33.3% | +17.8% | +15.5% | +18.2% |
| 1Y | +39.8% | +13.6% | +26.2% | +26.7% |
| 3Y | +161.1% | +89.2% | +71.8% | +64.8% |
| 5Y | +209.5% | +51.1% | +158.4% | +121.3% |
| All | +280.0% | +222.4% | +57.6% | +72.7% |
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