+371.6%
ALL vs WAB
+266.7%
+105.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +5.0% | +5.1% | 0.0% | +3.3% |
| 30D | +13.3% | +4.0% | +9.3% | +11.6% |
| 3M | +3.2% | +0.1% | +3.1% | +2.7% |
| 6M | +25.3% | +12.8% | +12.6% | +18.9% |
| YTD | +30.5% | +40.1% | -9.6% | +14.0% |
| 1Y | +29.2% | +46.4% | -17.2% | +11.0% |
| 3Y | +119.1% | +167.4% | -48.3% | +48.3% |
| 5Y | +162.6% | +215.0% | -52.4% | +65.1% |
| All | +371.6% | +266.7% | +105.0% | +144.4% |
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