+4,097.6%
WAB vs LUMN
+94.6%
+4,003.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.7% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | -4.1% | +10.3% | -14.4% | -6.0% |
| 3M | +8.2% | -18.3% | +26.4% | +11.5% |
| 6M | +15.4% | +4.4% | +11.0% | +12.4% |
| YTD | +33.1% | -10.7% | +43.8% | +31.0% |
| 1Y | +48.1% | +14.0% | +34.1% | +36.3% |
| 3Y | +167.7% | +406.6% | -238.8% | +34.3% |
| 5Y | +225.7% | -36.8% | +262.5% | +183.7% |
| 10Y | +293.7% | -56.2% | +349.9% | +239.9% |
| All | +4,097.6% | +94.6% | +4,003.0% | +2,333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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