+339.0%
WAB vs ALLE
+331.3%
+7.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -3.9% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -4.4% | +20.6% | -24.9% | -14.9% |
| 3M | -5.9% | +11.4% | -17.3% | -12.5% |
| 6M | +5.9% | +42.5% | -36.6% | -15.4% |
| YTD | +30.9% | +18.9% | +12.0% | +15.6% |
| 1Y | +35.8% | +14.2% | +21.6% | +22.8% |
| 3Y | +154.0% | +90.7% | +63.3% | +61.6% |
| 5Y | +203.9% | +52.5% | +151.4% | +117.7% |
| 10Y | +286.7% | +231.2% | +55.5% | +71.2% |
| All | +339.0% | +331.3% | +7.7% | +67.7% |
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