+170.9%
WAB vs ALM
+2,327.9%
-2,157.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.3% | +0.2% |
| 7D | +1.7% | +8.4% | -6.8% | +1.3% |
| 30D | -2.4% | +34.8% | -37.3% | -3.8% |
| 3M | +9.7% | +16.2% | -6.6% | +8.5% |
| 6M | +16.5% | +2.1% | +14.4% | +15.4% |
| YTD | +33.7% | +117.0% | -83.3% | +29.1% |
| 1Y | +49.7% | +313.9% | -264.2% | +41.2% |
| 3Y | +170.9% | +2,327.9% | -2,157.0% | +150.8% |
| All | +170.9% | +2,327.9% | -2,157.0% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling