+293.0%
LOW vs WAB
+266.7%
+26.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.5% |
| 7D | +1.4% | +5.1% | -3.7% | -0.6% |
| 30D | +21.7% | +4.0% | +17.7% | +19.5% |
| 3M | +5.0% | +0.1% | +4.9% | +4.6% |
| 6M | +4.6% | +12.8% | -8.2% | -1.3% |
| YTD | -3.5% | +40.1% | -43.6% | -16.6% |
| 1Y | +0.5% | +46.4% | -45.8% | -14.7% |
| 3Y | +24.8% | +167.4% | -142.6% | -18.4% |
| 5Y | +6.5% | +215.0% | -208.6% | -35.5% |
| All | +293.0% | +266.7% | +26.3% | +89.0% |
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