+248.8%
EW vs WAB
+282.9%
-34.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +6.5% | +3.1% | +3.4% | +5.4% |
| 30D | +22.5% | +6.4% | +16.0% | +20.1% |
| 3M | +13.0% | +2.2% | +10.8% | +12.0% |
| 6M | +37.1% | +13.7% | +23.4% | +31.0% |
| YTD | +24.1% | +43.0% | -18.9% | +10.5% |
| 1Y | +24.2% | +47.0% | -22.7% | +9.7% |
| 3Y | +64.8% | +174.4% | -109.6% | +17.0% |
| 5Y | -7.4% | +222.2% | -229.6% | -38.5% |
| 10Y | +248.8% | +276.9% | -28.1% | +91.6% |
| All | +248.8% | +282.9% | -34.1% | +91.6% |
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