+43.8%
WAB vs ALM
+7.9%
+35.9%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.7% |
| 7D | +7.9% | -4.0% | +11.9% | +8.2% |
| 30D | +4.9% | -30.5% | +35.4% | +7.7% |
| 3M | +1.8% | -46.9% | +48.7% | +6.2% |
| 6M | +12.0% | -65.5% | +77.5% | +19.7% |
| YTD | +41.3% | -13.4% | +54.7% | +45.4% |
| 1Y | +43.8% | +9.8% | +34.1% | +46.9% |
| All | +43.8% | +7.9% | +35.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling