+48.8%
D vs WAB
+269.8%
-221.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -3.1% | +7.9% | -11.0% | -4.3% |
| 30D | +8.4% | +4.9% | +3.5% | +7.4% |
| 3M | +0.2% | +1.8% | -1.6% | -0.3% |
| 6M | +9.5% | +12.0% | -2.5% | +7.0% |
| YTD | +18.8% | +41.3% | -22.5% | +11.5% |
| 1Y | +14.7% | +43.8% | -29.1% | +7.2% |
| 3Y | +72.9% | +171.1% | -98.1% | +43.1% |
| 5Y | +13.1% | +217.7% | -204.6% | -9.7% |
| All | +48.8% | +269.8% | -221.0% | +4.2% |
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 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