+356.1%
ALL vs WAB
+283.1%
+73.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -1.7% | +1.7% | -3.4% | -2.3% |
| 30D | -4.7% | -2.4% | -2.3% | -4.0% |
| 3M | +18.4% | +9.7% | +8.7% | +13.9% |
| 6M | +20.5% | +16.5% | +4.0% | +13.0% |
| YTD | +23.5% | +33.7% | -10.2% | +10.1% |
| 1Y | +29.0% | +49.7% | -20.7% | +10.2% |
| 3Y | +153.7% | +170.9% | -17.2% | +71.6% |
| 5Y | +114.8% | +228.0% | -113.3% | +34.0% |
| 10Y | +356.1% | +284.8% | +71.3% | +137.8% |
| All | +356.1% | +283.1% | +73.1% | +137.8% |
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