+48.1%
WAB vs PSLV
+49.9%
-1.8%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.1% | -3.5% | +3.6% | +0.4% |
| 30D | -4.1% | -2.1% | -1.9% | -3.9% |
| 3M | +8.2% | -1.6% | +9.8% | +8.2% |
| 6M | +15.4% | -25.5% | +40.9% | +17.4% |
| YTD | +33.1% | -11.4% | +44.6% | +31.0% |
| 1Y | +48.1% | +48.6% | -0.5% | +23.4% |
| All | +48.1% | +49.9% | -1.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling