+41.6%
AA vs WAB
+266.7%
-225.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.1% |
| 7D | +0.5% | +5.1% | -4.6% | -3.5% |
| 30D | -0.6% | +4.0% | -4.6% | -3.8% |
| 3M | -19.7% | +0.1% | -19.8% | -20.0% |
| 6M | -41.6% | +12.8% | -54.4% | -47.7% |
| YTD | -24.6% | +40.1% | -64.7% | -44.5% |
| 1Y | +4.9% | +46.4% | -41.5% | -25.4% |
| 3Y | +66.8% | +167.4% | -100.5% | -28.8% |
| 5Y | -19.4% | +215.0% | -234.5% | -69.7% |
| All | +41.6% | +266.7% | -225.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling