+378.4%
WAB vs ALLE
+336.8%
+41.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +4.0% | +0.1% | +3.9% | +4.1% |
| 30D | +6.3% | +25.9% | -19.6% | -7.8% |
| 3M | +3.3% | +14.9% | -11.6% | -5.6% |
| 6M | +14.5% | +42.1% | -27.6% | -8.4% |
| YTD | +42.7% | +20.4% | +22.3% | +25.1% |
| 1Y | +45.2% | +14.9% | +30.3% | +30.9% |
| 3Y | +173.8% | +90.1% | +83.7% | +74.7% |
| 5Y | +223.8% | +53.0% | +170.8% | +131.8% |
| 10Y | +280.5% | +208.8% | +71.7% | +74.9% |
| All | +378.4% | +336.8% | +41.7% | +81.5% |
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