+292.2%
WAB vs PSLV
+190.6%
+101.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | -4.1% | -2.1% | -1.9% | -3.9% |
| 3M | +8.2% | -1.6% | +9.8% | +8.1% |
| 6M | +15.4% | -25.5% | +40.9% | +19.5% |
| YTD | +33.1% | -11.4% | +44.6% | +31.0% |
| 1Y | +48.1% | +48.6% | -0.5% | +32.2% |
| 3Y | +167.7% | +166.9% | +0.8% | +113.4% |
| 5Y | +225.7% | +152.4% | +73.3% | +158.1% |
| All | +292.2% | +190.6% | +101.7% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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