+1,254.4%
AAPL vs WAB
+292.7%
+961.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +7.1% | -5.9% | +13.0% | +9.1% |
| 3M | +12.1% | +9.4% | +2.7% | +8.1% |
| 6M | +25.4% | +13.8% | +11.6% | +18.9% |
| YTD | +20.5% | +31.8% | -11.3% | +8.5% |
| 1Y | +44.5% | +48.5% | -4.0% | +24.7% |
| 3Y | +85.8% | +167.0% | -81.2% | +31.5% |
| 5Y | +124.8% | +222.3% | -97.6% | +49.4% |
| All | +1,254.4% | +292.7% | +961.7% | +685.9% |
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