+222.3%
WAB vs PNR
-21.1%
+243.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | -0.2% | -5.5% | +5.3% | +2.6% |
| 30D | -5.9% | -15.6% | +9.7% | +2.3% |
| 3M | +9.4% | -20.2% | +29.6% | +20.8% |
| 6M | +13.8% | -36.6% | +50.5% | +41.4% |
| YTD | +31.8% | -45.0% | +76.7% | +75.2% |
| 1Y | +48.5% | -47.4% | +96.0% | +102.4% |
| 3Y | +167.0% | -13.7% | +180.7% | +175.6% |
| 5Y | +222.3% | -20.8% | +243.1% | +231.8% |
| All | +222.3% | -21.1% | +243.4% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling