+1,653.6%
WAB vs SPXU
-100.0%
+1,753.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +1.2% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.4% | +0.8% | -5.3% | -4.1% |
| 3M | +7.9% | -4.7% | +12.6% | +6.8% |
| 6M | +8.7% | -29.6% | +38.3% | -2.8% |
| YTD | +33.0% | -29.9% | +62.9% | +19.2% |
| 1Y | +46.7% | -39.1% | +85.7% | +25.9% |
| 3Y | +153.0% | -80.0% | +233.0% | +59.7% |
| 5Y | +222.3% | -86.0% | +308.3% | +110.1% |
| 10Y | +291.0% | -99.5% | +390.5% | +0.2% |
| All | +1,653.6% | -100.0% | +1,753.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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