+64.1%
DIA vs WAB
+221.8%
-157.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.0% | -4.1% | +2.0% | -0.5% |
| 3M | +3.6% | +8.2% | -4.6% | -0.1% |
| 6M | +11.5% | +15.4% | -3.9% | +4.4% |
| YTD | +10.4% | +33.1% | -22.8% | -2.7% |
| 1Y | +15.6% | +48.1% | -32.5% | -2.7% |
| 3Y | +58.9% | +167.7% | -108.9% | +2.7% |
| All | +64.1% | +221.8% | -157.6% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling