+25.3%
BIL vs WAB
+292.7%
-267.4%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.3% | -5.9% | +6.1% | +0.3% |
| 3M | +0.9% | +9.4% | -8.5% | +0.9% |
| 6M | +1.8% | +13.8% | -12.0% | +1.8% |
| YTD | +2.5% | +31.8% | -29.3% | +2.5% |
| 1Y | +3.7% | +48.5% | -44.8% | +3.7% |
| 3Y | +14.1% | +167.0% | -152.9% | +14.1% |
| 5Y | +19.4% | +222.3% | -202.9% | +19.5% |
| All | +25.3% | +292.7% | -267.4% | +25.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling