+48.4%
D vs WAB
+282.9%
-234.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.4% | +3.1% | -5.5% | -3.0% |
| 30D | +9.0% | +6.4% | +2.5% | +7.7% |
| 3M | +1.0% | +2.2% | -1.2% | +0.4% |
| 6M | +11.0% | +13.7% | -2.7% | +8.2% |
| YTD | +19.8% | +43.0% | -23.2% | +12.2% |
| 1Y | +16.0% | +47.0% | -31.0% | +8.0% |
| 3Y | +74.4% | +174.4% | -100.0% | +44.1% |
| 5Y | +13.5% | +222.2% | -208.6% | -9.5% |
| 10Y | +48.4% | +276.9% | -228.5% | +3.7% |
| All | +48.4% | +282.9% | -234.5% | +3.7% |
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