+237.1%
DIA vs WAB
+282.9%
-45.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.6% | +3.1% | -4.7% | -2.8% |
| 30D | +1.3% | +6.4% | -5.2% | -1.1% |
| 3M | -2.1% | +2.2% | -4.2% | -3.0% |
| 6M | +6.2% | +13.7% | -7.5% | +0.7% |
| YTD | +10.3% | +43.0% | -32.7% | -4.1% |
| 1Y | +11.0% | +47.0% | -36.0% | -4.6% |
| 3Y | +60.4% | +174.4% | -114.0% | +8.5% |
| 5Y | +59.1% | +222.2% | -163.1% | +0.1% |
| 10Y | +237.1% | +276.9% | -39.8% | +75.3% |
| All | +237.1% | +282.9% | -45.8% | +75.3% |
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