+94.6%
F vs WAB
+280.9%
-186.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.0% |
| 7D | +5.3% | -3.2% | +8.5% | +7.3% |
| 30D | +4.6% | -4.4% | +9.0% | +7.3% |
| 3M | -3.7% | +7.9% | -11.5% | -8.6% |
| 6M | +16.8% | +8.7% | +8.1% | +9.9% |
| YTD | +15.3% | +33.0% | -17.7% | -3.5% |
| 1Y | +31.0% | +46.7% | -15.6% | +3.2% |
| 3Y | +45.4% | +153.0% | -107.6% | -19.1% |
| 5Y | +54.7% | +222.3% | -167.6% | -24.5% |
| All | +94.6% | +280.9% | -186.3% | -26.0% |
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