+169.4%
WAB vs CAPR
+47.3%
+122.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | -4.4% | +139.2% | -143.6% | -5.5% |
| 3M | +7.9% | -66.4% | +74.2% | +8.3% |
| 6M | +8.7% | -63.1% | +71.8% | +9.0% |
| YTD | +33.0% | -67.4% | +100.4% | +33.5% |
| 1Y | +46.7% | +58.2% | -11.6% | +41.3% |
| All | +169.4% | +47.3% | +122.1% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling