+111.6%
WAB vs AS
+133.7%
-22.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.2% |
| 7D | -2.5% | +7.1% | -9.6% | -3.6% |
| 30D | -4.4% | +12.8% | -17.2% | -6.4% |
| 3M | -5.9% | -14.7% | +8.8% | -3.6% |
| 6M | +5.9% | -9.9% | +15.9% | +7.2% |
| YTD | +30.9% | -16.1% | +47.1% | +33.5% |
| 1Y | +35.8% | +0.2% | +35.6% | +34.2% |
| All | +111.6% | +133.7% | -22.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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