+40.6%
BBY vs WAB
+164.6%
-124.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +5.8% | -5.9% | +11.6% | +8.8% |
| 3M | +18.0% | +9.4% | +8.6% | +11.8% |
| 6M | +39.8% | +13.8% | +26.0% | +28.3% |
| YTD | +35.4% | +31.8% | +3.6% | +13.3% |
| 1Y | +21.4% | +48.5% | -27.1% | -5.6% |
| All | +40.6% | +164.6% | -124.0% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling