+251.0%
DIA vs WAB
+282.7%
-31.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.2% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | -2.7% | -4.6% | +1.9% | -1.1% |
| 3M | +3.3% | +5.6% | -2.4% | +0.8% |
| 6M | +10.4% | +13.8% | -3.4% | +4.6% |
| YTD | +10.0% | +31.9% | -21.9% | -1.4% |
| 1Y | +16.2% | +48.3% | -32.1% | -0.4% |
| 3Y | +58.7% | +167.1% | -108.4% | +8.7% |
| 5Y | +63.6% | +222.9% | -159.3% | +3.3% |
| 10Y | +251.0% | +289.9% | -38.9% | +83.4% |
| All | +251.0% | +282.7% | -31.6% | +83.4% |
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