+277.0%
IR vs WAB
+268.2%
+8.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.1% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -15.0% | -4.6% | -10.5% | -12.5% |
| 3M | -0.4% | +5.6% | -6.1% | -4.1% |
| 6M | -15.0% | +13.8% | -28.9% | -21.8% |
| YTD | -7.1% | +31.9% | -38.9% | -21.8% |
| 1Y | -7.5% | +48.3% | -55.8% | -27.8% |
| 3Y | +6.3% | +167.1% | -160.8% | -41.8% |
| 5Y | +37.3% | +222.9% | -185.5% | -32.8% |
| All | +277.0% | +268.2% | +8.8% | +52.2% |
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