+193.4%
B vs WAB
+283.1%
-89.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +2.3% | +1.7% | +0.7% | +2.1% |
| 30D | +1.4% | -2.4% | +3.8% | +1.7% |
| 3M | +12.2% | +9.7% | +2.5% | +10.7% |
| 6M | -2.1% | +16.5% | -18.6% | -4.1% |
| YTD | +2.9% | +33.7% | -30.8% | -0.6% |
| 1Y | +55.3% | +49.7% | +5.6% | +48.1% |
| 3Y | +198.7% | +170.9% | +27.8% | +167.9% |
| 5Y | +153.8% | +228.0% | -74.3% | +123.6% |
| 10Y | +193.4% | +284.8% | -91.4% | +138.9% |
| All | +193.4% | +283.1% | -89.7% | +138.9% |
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