+48.3%
D vs WAB
+288.7%
-240.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | +2.4% | +4.0% | -1.6% | +1.7% |
| 30D | +10.9% | +6.3% | +4.6% | +9.7% |
| 3M | +2.8% | +3.3% | -0.4% | +2.1% |
| 6M | +12.7% | +14.5% | -1.8% | +9.7% |
| YTD | +20.3% | +42.7% | -22.4% | +12.7% |
| 1Y | +17.1% | +45.2% | -28.1% | +9.3% |
| 3Y | +75.1% | +173.8% | -98.6% | +44.8% |
| 5Y | +13.1% | +223.8% | -210.6% | -9.9% |
| 10Y | +48.3% | +280.5% | -232.2% | +3.9% |
| All | +48.3% | +288.7% | -240.5% | +3.9% |
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