+291.9%
C vs WAB
+288.1%
+3.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +3.6% | -3.2% | +6.8% | +5.7% |
| 30D | +0.1% | -4.4% | +4.5% | +2.8% |
| 3M | +2.4% | +7.9% | -5.4% | -3.1% |
| 6M | +24.9% | +8.7% | +16.2% | +17.2% |
| YTD | +19.8% | +33.0% | -13.2% | -1.1% |
| 1Y | +44.9% | +46.7% | -1.8% | +12.3% |
| 3Y | +263.0% | +153.0% | +110.0% | +97.8% |
| 5Y | +129.5% | +222.3% | -92.7% | +5.5% |
| All | +291.9% | +288.1% | +3.7% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling