+223.8%
WAB vs AMBA
-69.1%
+292.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.1% |
| 7D | +4.0% | -2.6% | +6.7% | +4.5% |
| 30D | +6.3% | -10.5% | +16.8% | +8.1% |
| 3M | +3.3% | -26.4% | +29.7% | +8.1% |
| 6M | +14.5% | -20.9% | +35.4% | +15.0% |
| YTD | +42.7% | -14.8% | +57.5% | +39.8% |
| 1Y | +45.2% | -36.1% | +81.3% | +49.4% |
| 3Y | +173.8% | +20.2% | +153.5% | +135.0% |
| 5Y | +223.8% | -67.2% | +291.0% | +207.4% |
| All | +223.8% | -69.1% | +292.9% | +207.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling