+29.1%
ABNB vs WAB
+305.7%
-276.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.6% |
| 7D | -1.7% | +5.1% | -6.8% | -4.6% |
| 30D | +11.8% | +4.0% | +7.8% | +9.0% |
| 3M | +0.9% | +0.1% | +0.8% | +0.2% |
| 6M | +40.5% | +12.8% | +27.7% | +27.8% |
| YTD | +37.6% | +40.1% | -2.5% | +7.8% |
| 1Y | +54.1% | +46.4% | +7.8% | +17.2% |
| 3Y | +56.8% | +167.4% | -110.6% | -26.0% |
| 5Y | -9.6% | +215.0% | -224.6% | -63.2% |
| All | +29.1% | +305.7% | -276.7% | -48.4% |
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