+43.8%
D vs WAB
+305.5%
-261.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -1.4% |
| 7D | +0.8% | +4.0% | -3.2% | +0.1% |
| 30D | +10.7% | +4.5% | +6.2% | +9.8% |
| 3M | +2.3% | +2.3% | 0.0% | +1.7% |
| 6M | +12.5% | +12.5% | 0.0% | +9.9% |
| YTD | +20.1% | +40.2% | -20.1% | +12.9% |
| 1Y | +15.6% | +45.2% | -29.7% | +7.9% |
| 3Y | +75.2% | +171.8% | -96.6% | +45.1% |
| 5Y | +14.6% | +217.6% | -203.0% | -8.3% |
| 10Y | +43.8% | +285.3% | -241.6% | +2.3% |
| All | +43.8% | +305.5% | -261.7% | +2.3% |
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