+254.7%
WAB vs S
-52.7%
+307.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | +1.4% | -13.4% | +14.9% | +2.7% |
| 30D | +0.4% | -14.0% | +14.4% | +1.6% |
| 3M | -3.8% | +4.9% | -8.7% | -4.7% |
| 6M | +5.1% | +42.0% | -36.9% | +0.7% |
| YTD | +33.3% | +45.1% | -11.8% | +26.8% |
| 1Y | +39.8% | +33.1% | +6.8% | +34.0% |
| 3Y | +161.1% | +40.6% | +120.4% | +146.5% |
| 5Y | +209.5% | -67.5% | +276.9% | +202.4% |
| All | +254.7% | -52.7% | +307.4% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 all: compounded portfolio wealth divided by compounded S 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…
all analysis · Full analysis span regression · 6 months rolling