+620.7%
WAB vs AMBA
+722.2%
-101.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.4% | +3.8% | -4.0% |
| 7D | -2.5% | -14.6% | +12.1% | +0.1% |
| 30D | -4.4% | -18.8% | +14.4% | -1.1% |
| 3M | -5.9% | -32.6% | +26.7% | -0.1% |
| 6M | +5.9% | -25.8% | +31.8% | +7.7% |
| YTD | +30.9% | -22.1% | +53.0% | +30.7% |
| 1Y | +35.8% | -36.2% | +72.0% | +39.6% |
| 3Y | +154.0% | +10.0% | +144.0% | +126.2% |
| 5Y | +203.9% | -71.6% | +275.4% | +218.1% |
| 10Y | +286.7% | -4.7% | +291.5% | +205.8% |
| All | +620.7% | +722.2% | -101.5% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling