+934.0%
BE vs WAB
+173.8%
+760.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +9.7% | -0.2% | +9.9% | +10.1% |
| 30D | +22.4% | -5.9% | +28.3% | +29.3% |
| 3M | +10.4% | +9.4% | +1.0% | +0.9% |
| 6M | +67.9% | +13.8% | +54.0% | +48.8% |
| YTD | +197.5% | +31.8% | +165.7% | +131.6% |
| 1Y | +310.6% | +48.5% | +262.0% | +191.4% |
| 3Y | +1,657.2% | +167.0% | +1,490.3% | +635.8% |
| 5Y | +1,218.2% | +222.3% | +995.8% | +388.9% |
| All | +934.0% | +173.8% | +760.2% | +224.8% |
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