+38.5%
D vs WAB
+282.7%
-244.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -0.4% | +0.2% | -0.7% | -0.5% |
| 30D | -2.1% | -4.6% | +2.5% | -1.3% |
| 3M | -0.7% | +5.6% | -6.4% | -1.8% |
| 6M | +5.6% | +13.8% | -8.2% | +3.0% |
| YTD | +14.6% | +31.9% | -17.3% | +9.1% |
| 1Y | +15.3% | +48.3% | -32.9% | +7.5% |
| 3Y | +59.1% | +167.1% | -108.0% | +32.8% |
| 5Y | +3.9% | +222.9% | -219.0% | -16.6% |
| 10Y | +38.5% | +289.9% | -251.4% | -0.9% |
| All | +38.5% | +282.7% | -244.2% | -0.9% |
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