+345.9%
WAB vs ALLE
+260.9%
+85.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -4.4% | -6.8% | +2.4% | -0.5% |
| 3M | +7.9% | +21.0% | -13.2% | -4.3% |
| 6M | +8.7% | +1.1% | +7.6% | +7.2% |
| YTD | +33.0% | -0.5% | +33.5% | +31.4% |
| 1Y | +46.7% | -7.3% | +53.9% | +50.8% |
| 3Y | +153.0% | +42.3% | +110.7% | +93.8% |
| 5Y | +222.3% | +13.5% | +208.8% | +178.6% |
| 10Y | +291.0% | +144.0% | +146.9% | +107.4% |
| All | +345.9% | +260.9% | +85.0% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling