+236.1%
EW vs WAB
+288.7%
-52.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.2% |
| 7D | +9.3% | +4.0% | +5.3% | +7.9% |
| 30D | +22.1% | +6.3% | +15.7% | +19.7% |
| 3M | +13.0% | +3.3% | +9.7% | +11.7% |
| 6M | +30.1% | +14.5% | +15.6% | +24.1% |
| YTD | +22.0% | +42.7% | -20.7% | +8.7% |
| 1Y | +23.7% | +45.2% | -21.5% | +9.6% |
| 3Y | +62.0% | +173.8% | -111.8% | +15.2% |
| 5Y | -12.4% | +223.8% | -236.2% | -41.9% |
| 10Y | +236.1% | +280.5% | -44.4% | +86.8% |
| All | +236.1% | +288.7% | -52.7% | +86.8% |
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 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