+227.1%
LOW vs WAB
+292.7%
-65.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -11.1% | -5.9% | -5.3% | -9.0% |
| 3M | -8.5% | +9.4% | -17.9% | -12.2% |
| 6M | -20.8% | +13.8% | -34.7% | -25.3% |
| YTD | -17.2% | +31.8% | -49.0% | -26.4% |
| 1Y | -24.7% | +48.5% | -73.3% | -36.4% |
| 3Y | -9.7% | +167.0% | -176.7% | -40.7% |
| 5Y | +6.0% | +222.3% | -216.3% | -36.0% |
| All | +227.1% | +292.7% | -65.5% | +58.4% |
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