+0.1%
DOW vs WAB
+333.7%
-333.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | +5.2% | +5.1% | +0.2% | +2.0% |
| 30D | +13.2% | +4.0% | +9.2% | +9.7% |
| 3M | +10.1% | +0.1% | +10.0% | +8.9% |
| 6M | -13.1% | +12.8% | -25.9% | -21.4% |
| YTD | +46.1% | +40.1% | +6.0% | +12.4% |
| 1Y | +50.0% | +46.4% | +3.7% | +12.2% |
| 3Y | -20.2% | +167.4% | -187.6% | -60.3% |
| 5Y | -27.7% | +215.0% | -242.7% | -68.6% |
| All | +0.1% | +333.7% | -333.6% | -67.5% |
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