+292.2%
WAB vs PNR
+66.2%
+226.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +0.1% | -6.0% | +6.2% | +3.9% |
| 30D | -4.1% | -14.0% | +9.9% | +4.8% |
| 3M | +8.2% | -21.7% | +29.9% | +23.2% |
| 6M | +15.4% | -37.3% | +52.7% | +49.9% |
| YTD | +33.1% | -45.1% | +78.3% | +86.4% |
| 1Y | +48.1% | -49.1% | +97.2% | +117.4% |
| 3Y | +167.7% | -14.8% | +182.6% | +176.1% |
| 5Y | +225.7% | -21.0% | +246.7% | +244.6% |
| All | +292.2% | +66.2% | +226.1% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling