+261.5%
WAB vs AMBA
-0.9%
+262.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +5.1% | +2.7% | +2.4% | +4.5% |
| 30D | +4.0% | -2.2% | +6.2% | +4.3% |
| 3M | +0.1% | -26.6% | +26.7% | +5.4% |
| 6M | +12.8% | -26.8% | +39.6% | +15.2% |
| YTD | +40.1% | -15.1% | +55.2% | +37.3% |
| 1Y | +46.4% | -32.3% | +78.6% | +49.2% |
| 3Y | +167.4% | +19.8% | +147.6% | +128.2% |
| 5Y | +215.0% | -69.2% | +284.3% | +227.6% |
| All | +261.5% | -0.9% | +262.4% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling