+50.4%
WAB vs CAPR
+42.0%
+8.4%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +1.7% | -9.5% | +11.2% | +1.7% |
| 30D | -2.4% | +121.5% | -123.9% | -3.2% |
| 3M | +9.7% | -65.4% | +75.0% | +10.0% |
| 6M | +16.5% | -67.5% | +84.0% | +16.9% |
| YTD | +33.7% | -68.6% | +102.3% | +34.1% |
| All | +50.4% | +42.0% | +8.4% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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