-36.9%
BAX vs WAB
+282.7%
-319.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -12.2% | -4.6% | -7.6% | -11.2% |
| 3M | +21.8% | +5.6% | +16.2% | +19.7% |
| 6M | +36.3% | +13.8% | +22.5% | +31.5% |
| YTD | +27.8% | +31.9% | -4.0% | +19.2% |
| 1Y | -0.1% | +48.3% | -48.3% | -9.5% |
| 3Y | -33.3% | +167.1% | -200.5% | -47.5% |
| 5Y | -67.1% | +222.9% | -290.0% | -75.4% |
| 10Y | -36.9% | +289.9% | -326.8% | -58.1% |
| All | -36.9% | +282.7% | -319.6% | -58.1% |
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