+67.3%
F vs WAB
+266.7%
-199.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | -3.1% | +5.1% | -8.2% | -5.9% |
| 30D | 0.0% | +4.0% | -4.0% | -2.6% |
| 3M | -13.2% | +0.1% | -13.3% | -13.7% |
| 6M | -10.2% | +12.8% | -23.0% | -17.4% |
| YTD | -4.9% | +40.1% | -45.0% | -23.2% |
| 1Y | -6.1% | +46.4% | -52.5% | -26.1% |
| 3Y | +46.0% | +167.4% | -121.4% | -21.8% |
| 5Y | -15.7% | +215.0% | -230.7% | -58.8% |
| All | +67.3% | +266.7% | -199.3% | -35.6% |
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