+223.3%
WAB vs Z
+4.8%
+218.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +2.7% |
| 7D | +4.0% | -6.5% | +10.5% | +5.1% |
| 30D | +6.3% | -0.1% | +6.4% | +5.8% |
| 3M | +3.3% | -14.1% | +17.4% | +5.0% |
| 6M | +14.5% | -30.1% | +44.5% | +19.9% |
| YTD | +42.7% | -57.5% | +100.2% | +61.7% |
| 1Y | +45.2% | -60.3% | +105.5% | +66.4% |
| 3Y | +173.8% | -21.0% | +194.8% | +168.4% |
| 5Y | +223.8% | -54.9% | +278.7% | +234.9% |
| 10Y | +280.5% | -16.0% | +296.5% | +192.9% |
| All | +223.3% | +4.8% | +218.5% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling