+201.4%
WAB vs Z
+25.1%
+176.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -3.2% | -3.0% | -0.2% | -2.7% |
| 30D | -4.4% | -4.2% | -0.3% | -4.0% |
| 3M | +7.9% | -3.7% | +11.6% | +7.8% |
| 6M | +8.7% | -24.5% | +33.2% | +12.9% |
| YTD | +33.0% | -49.3% | +82.3% | +47.4% |
| 1Y | +46.7% | -58.7% | +105.3% | +67.8% |
| 3Y | +153.0% | -34.1% | +187.1% | +158.5% |
| 5Y | +222.3% | -64.5% | +286.8% | +247.3% |
| 10Y | +291.0% | -0.5% | +291.5% | +194.0% |
| All | +201.4% | +25.1% | +176.3% | +110.9% |
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