+246.5%
BBY vs WAB
+296.8%
-50.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +9.4% | -4.1% | +13.5% | +11.4% |
| 3M | +19.3% | +8.2% | +11.2% | +14.3% |
| 6M | +47.9% | +15.4% | +32.5% | +36.6% |
| YTD | +39.6% | +33.1% | +6.4% | +20.3% |
| 1Y | +22.2% | +48.1% | -25.9% | +0.1% |
| 3Y | +45.0% | +167.7% | -122.8% | -9.6% |
| 5Y | +2.6% | +225.7% | -223.1% | -41.7% |
| All | +246.5% | +296.8% | -50.3% | +59.1% |
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