+380.3%
NDAQ vs WAB
+282.7%
+97.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -1.5% | -4.6% | +3.1% | -0.2% |
| 3M | +8.0% | +5.6% | +2.4% | +5.9% |
| 6M | +7.7% | +13.8% | -6.1% | +3.0% |
| YTD | -2.3% | +31.9% | -34.2% | -10.7% |
| 1Y | +0.6% | +48.3% | -47.7% | -11.3% |
| 3Y | +90.9% | +167.1% | -76.2% | +41.9% |
| 5Y | +52.5% | +222.9% | -170.4% | +6.9% |
| 10Y | +380.3% | +289.9% | +90.4% | +184.9% |
| All | +380.3% | +282.7% | +97.6% | +184.9% |
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