+45.2%
WAB vs AR
+9.7%
+35.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.3% | +2.7% | +7.3% |
| 7D | +4.0% | -5.8% | +9.8% | +3.4% |
| 30D | +6.3% | +4.8% | +1.5% | +6.5% |
| 3M | +3.3% | +1.5% | +1.8% | +3.3% |
| 6M | +14.5% | +4.7% | +9.8% | +14.8% |
| YTD | +42.7% | +9.2% | +33.5% | +40.7% |
| 1Y | +45.2% | +11.2% | +34.0% | +42.7% |
| All | +45.2% | +9.7% | +35.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling