+30.8%
BIL vs WAB
+1,584.8%
-1,554.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | +0.1% | +4.0% | -3.9% | +0.1% |
| 30D | 0.0% | +4.5% | -4.5% | 0.0% |
| 3M | +0.6% | +2.3% | -1.7% | +0.6% |
| 6M | +1.5% | +12.5% | -11.0% | +1.5% |
| YTD | +2.8% | +40.2% | -37.4% | +2.8% |
| 1Y | +3.3% | +45.2% | -41.9% | +3.4% |
| 3Y | +13.4% | +171.8% | -158.4% | +13.6% |
| 5Y | +19.8% | +217.6% | -197.8% | +20.0% |
| 10Y | +25.6% | +285.3% | -259.7% | +25.9% |
| All | +30.8% | +1,584.8% | -1,554.1% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling