+336.0%
IR vs WAB
+291.2%
+44.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.2% |
| 7D | +2.5% | +5.1% | -2.5% | -0.7% |
| 30D | +9.2% | +4.0% | +5.2% | +6.4% |
| 3M | +0.9% | +0.1% | +0.9% | +0.9% |
| 6M | +19.2% | +12.8% | +6.5% | +10.1% |
| YTD | +7.5% | +40.1% | -32.6% | -13.1% |
| 1Y | +11.7% | +46.4% | -34.6% | -12.0% |
| 3Y | +23.9% | +167.4% | -143.5% | -32.4% |
| 5Y | +46.4% | +215.0% | -168.7% | -27.7% |
| All | +336.0% | +291.2% | +44.8% | +69.3% |
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