+97.6%
AGG vs WAB
+3,905.2%
-3,807.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -0.2% | -4.6% | +4.3% | -0.3% |
| 3M | -0.7% | +5.6% | -6.3% | -0.6% |
| 6M | -1.8% | +13.8% | -15.6% | -1.6% |
| YTD | -0.6% | +31.9% | -32.4% | -0.2% |
| 1Y | +0.4% | +48.3% | -47.9% | +0.9% |
| 3Y | +13.2% | +167.1% | -154.0% | +14.7% |
| 5Y | -2.0% | +222.9% | -224.8% | -0.3% |
| 10Y | +15.1% | +289.9% | -274.8% | +17.8% |
| All | +97.6% | +3,905.2% | -3,807.5% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling