+553.0%
AMZN vs WAB
+292.7%
+260.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -7.5% | -5.9% | -1.6% | -6.0% |
| 3M | +5.8% | +9.4% | -3.5% | +2.7% |
| 6M | +17.5% | +13.8% | +3.7% | +12.6% |
| YTD | +9.1% | +31.8% | -22.6% | +0.2% |
| 1Y | +9.4% | +48.5% | -39.2% | -3.0% |
| 3Y | +82.2% | +167.0% | -84.7% | +40.7% |
| 5Y | +45.2% | +222.3% | -177.1% | +7.5% |
| All | +553.0% | +292.7% | +260.3% | +345.6% |
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