-1.4%
BND vs WAB
+214.2%
-215.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -1.4% | +5.1% | -6.5% | -1.5% |
| 30D | +0.6% | +4.0% | -3.4% | +0.5% |
| 3M | -1.6% | +0.1% | -1.7% | -1.6% |
| 6M | -1.5% | +12.8% | -14.3% | -1.8% |
| YTD | -1.5% | +40.1% | -41.5% | -2.2% |
| 1Y | -1.1% | +46.4% | -47.4% | -1.9% |
| 3Y | +13.6% | +167.4% | -153.8% | +11.0% |
| All | -1.4% | +214.2% | -215.6% | -4.6% |
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 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