+672.3%
AU vs WAB
+296.8%
+375.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +7.3% | -4.1% | +11.4% | +7.9% |
| 3M | +26.3% | +8.2% | +18.2% | +24.8% |
| 6M | +1.8% | +15.4% | -13.6% | 0.0% |
| YTD | +26.8% | +33.1% | -6.3% | +22.9% |
| 1Y | +66.7% | +48.1% | +18.6% | +59.9% |
| 3Y | +579.1% | +167.7% | +411.3% | +517.8% |
| 5Y | +689.3% | +225.7% | +463.6% | +607.5% |
| All | +672.3% | +296.8% | +375.5% | +528.1% |
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