-10.2%
DOW vs WAB
+307.9%
-318.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -4.1% | -5.9% | +1.8% | -0.6% |
| 3M | -12.4% | +9.4% | -21.8% | -18.3% |
| 6M | -10.6% | +13.8% | -24.5% | -20.5% |
| YTD | +31.1% | +31.8% | -0.7% | +5.6% |
| 1Y | +30.5% | +48.5% | -18.0% | -3.1% |
| 3Y | -34.4% | +167.0% | -201.4% | -67.2% |
| 5Y | -35.5% | +222.3% | -257.8% | -72.3% |
| All | -10.2% | +307.9% | -318.1% | -69.5% |
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