+707.7%
BE vs WAB
+193.6%
+514.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.5% |
| 7D | +20.5% | +7.9% | +12.6% | +12.7% |
| 30D | -23.4% | +4.9% | -28.2% | -25.5% |
| 3M | -14.9% | +1.8% | -16.6% | -15.0% |
| 6M | -28.1% | +12.0% | -40.0% | -34.3% |
| YTD | +132.4% | +41.3% | +91.1% | +72.1% |
| 1Y | +59.4% | +43.8% | +15.5% | +16.9% |
| 3Y | +1,815.8% | +171.1% | +1,644.8% | +697.0% |
| 5Y | +491.3% | +217.7% | +273.6% | +122.3% |
| All | +707.7% | +193.6% | +514.2% | +141.3% |
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