+200.5%
B vs WAB
+305.5%
-105.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.5% |
| 7D | +11.3% | +4.0% | +7.3% | +10.7% |
| 30D | +2.9% | +4.5% | -1.5% | +2.3% |
| 3M | -2.9% | +2.3% | -5.1% | -3.2% |
| 6M | -1.2% | +12.5% | -13.7% | -2.9% |
| YTD | -1.3% | +40.2% | -41.5% | -5.4% |
| 1Y | +30.4% | +45.2% | -14.8% | +24.6% |
| 3Y | +195.3% | +171.8% | +23.5% | +164.6% |
| 5Y | +146.2% | +217.6% | -71.4% | +116.8% |
| 10Y | +200.5% | +285.3% | -84.8% | +153.4% |
| All | +200.5% | +305.5% | -105.0% | +153.4% |
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