+465.4%
WAB vs ALM
+3,507.4%
-3,042.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.8% |
| 7D | +1.4% | -6.7% | +8.1% | +1.5% |
| 30D | +0.4% | -32.9% | +33.3% | +0.6% |
| 3M | -3.8% | -39.5% | +35.6% | -3.6% |
| 6M | +5.1% | -62.0% | +67.1% | +5.6% |
| YTD | +33.3% | -7.8% | +41.2% | +33.2% |
| 1Y | +39.8% | +26.7% | +13.1% | +39.4% |
| 3Y | +161.1% | +825.4% | -664.3% | +157.0% |
| 5Y | +209.5% | +401.2% | -191.8% | +204.9% |
| 10Y | +293.8% | +2,074.0% | -1,780.2% | +283.8% |
| All | +465.4% | +3,507.4% | -3,042.1% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling