+125.6%
EW vs WAB
+282.7%
-157.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -6.4% | -4.6% | -1.8% | -5.1% |
| 3M | -1.6% | +5.6% | -7.2% | -3.7% |
| 6M | +2.3% | +13.8% | -11.5% | -2.4% |
| YTD | +1.1% | +31.9% | -30.8% | -7.8% |
| 1Y | +8.0% | +48.3% | -40.3% | -5.1% |
| 3Y | +16.3% | +167.1% | -150.8% | -17.3% |
| 5Y | -29.4% | +222.9% | -252.3% | -53.4% |
| 10Y | +125.6% | +289.9% | -164.3% | +19.7% |
| All | +125.6% | +282.7% | -157.1% | +19.7% |
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