-35.9%
DOW vs WAB
+231.1%
-267.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | -2.9% | +1.7% | -4.6% | -3.8% |
| 30D | +2.0% | -2.4% | +4.4% | +3.1% |
| 3M | -12.5% | +9.7% | -22.2% | -17.9% |
| 6M | -9.2% | +16.5% | -25.7% | -19.2% |
| YTD | +30.8% | +33.7% | -2.9% | +6.4% |
| 1Y | +29.4% | +49.7% | -20.3% | -2.1% |
| 3Y | -34.6% | +170.9% | -205.5% | -64.8% |
| 5Y | -35.9% | +228.0% | -264.0% | -70.2% |
| All | -35.9% | +231.1% | -267.0% | -70.2% |
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