+1,227.8%
BE vs WAB
+224.0%
+1,003.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -1.3% |
| 7D | +23.9% | +0.2% | +23.7% | +23.8% |
| 30D | +27.8% | -4.6% | +32.4% | +34.5% |
| 3M | +3.7% | +5.6% | -1.9% | -3.4% |
| 6M | +78.0% | +13.8% | +64.1% | +52.5% |
| YTD | +209.9% | +31.9% | +178.1% | +125.4% |
| 1Y | +389.6% | +48.3% | +341.3% | +218.1% |
| 3Y | +1,730.6% | +167.1% | +1,563.4% | +459.6% |
| 5Y | +1,227.8% | +222.9% | +1,004.9% | +244.4% |
| All | +1,227.8% | +224.0% | +1,003.8% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling