+11.8%
DIA vs WAB
+42.5%
-30.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | +5.1% | -2.9% | +0.7% |
| 30D | +1.5% | +4.0% | -2.5% | +0.3% |
| 3M | -2.4% | +0.1% | -2.5% | -2.6% |
| 6M | +6.0% | +12.8% | -6.8% | +1.9% |
| YTD | +10.1% | +40.1% | -30.0% | -4.0% |
| 1Y | +11.8% | +46.4% | -34.6% | -4.7% |
| All | +11.8% | +42.5% | -30.7% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling