+253.8%
WAB vs S
-56.8%
+310.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -3.2% | -7.7% | +4.5% | -2.5% |
| 30D | -4.4% | -5.3% | +0.9% | -4.1% |
| 3M | +7.9% | +20.3% | -12.4% | +5.6% |
| 6M | +8.7% | +47.4% | -38.7% | +3.6% |
| YTD | +33.0% | +32.5% | +0.4% | +27.9% |
| 1Y | +46.7% | +9.5% | +37.1% | +43.6% |
| 3Y | +153.0% | +15.5% | +137.5% | +143.3% |
| 5Y | +222.3% | -71.2% | +293.5% | +217.1% |
| All | +253.8% | -56.8% | +310.6% | +259.4% |
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