+30.3%
BIL vs WAB
+1,498.2%
-1,467.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.1% |
| 30D | +0.3% | -4.4% | +4.8% | +0.3% |
| 3M | +0.9% | +7.9% | -6.9% | +1.0% |
| 6M | +1.8% | +8.7% | -6.9% | +1.8% |
| YTD | +2.4% | +33.0% | -30.5% | +2.5% |
| 1Y | +3.7% | +46.7% | -42.9% | +3.8% |
| 3Y | +14.2% | +153.0% | -138.8% | +14.3% |
| 5Y | +19.4% | +222.3% | -202.9% | +19.6% |
| 10Y | +25.2% | +291.0% | -265.8% | +25.5% |
| All | +30.3% | +1,498.2% | -1,467.9% | +31.2% |
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