+46.4%
WAB vs Z
-58.2%
+104.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +5.1% | +0.8% | +4.2% | +5.1% |
| 30D | +4.0% | +5.2% | -1.2% | +4.3% |
| 3M | +0.1% | -17.0% | +17.1% | +0.2% |
| 6M | +12.8% | -22.7% | +35.4% | +14.2% |
| YTD | +40.1% | -56.3% | +96.4% | +47.4% |
| 1Y | +46.4% | -57.7% | +104.0% | +53.2% |
| All | +46.4% | -58.2% | +104.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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