+183.8%
EXC vs WAB
+305.5%
-121.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.1% | -1.1% |
| 7D | -1.7% | +4.0% | -5.7% | -2.7% |
| 30D | +9.3% | +4.5% | +4.8% | +8.0% |
| 3M | +1.0% | +2.3% | -1.3% | +0.2% |
| 6M | +5.9% | +12.5% | -6.5% | +2.4% |
| YTD | +7.6% | +40.2% | -32.6% | -1.9% |
| 1Y | +2.4% | +45.2% | -42.8% | -7.6% |
| 3Y | +30.2% | +171.8% | -141.6% | -3.4% |
| 5Y | +41.4% | +217.6% | -176.2% | -1.3% |
| 10Y | +183.8% | +285.3% | -101.5% | +64.0% |
| All | +183.8% | +305.5% | -121.7% | +64.0% |
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