-10.8%
DOW vs WAB
+311.7%
-322.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.5% |
| 7D | -2.4% | -3.2% | +0.8% | -0.5% |
| 30D | +0.4% | -4.4% | +4.8% | +3.1% |
| 3M | -14.4% | +7.9% | -22.3% | -19.6% |
| 6M | -7.0% | +8.7% | -15.7% | -14.7% |
| YTD | +30.2% | +33.0% | -2.8% | +4.3% |
| 1Y | +29.2% | +46.7% | -17.4% | -3.2% |
| 3Y | -36.7% | +153.0% | -189.7% | -67.2% |
| 5Y | -37.7% | +222.3% | -260.0% | -73.2% |
| All | -10.8% | +311.7% | -322.5% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling