+44.9%
WAB vs PNR
-31.2%
+76.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.2% |
| 7D | +4.5% | +11.9% | -7.4% | +1.2% |
| 30D | +1.1% | +37.1% | -36.1% | -8.1% |
| 3M | -1.3% | +5.7% | -7.0% | -1.6% |
| 6M | +12.7% | -5.7% | +18.4% | +16.1% |
| YTD | +38.7% | -29.8% | +68.5% | +57.4% |
| 1Y | +44.9% | -31.8% | +76.7% | +68.4% |
| All | +44.9% | -31.2% | +76.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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