+53.8%
NDAQ vs WAB
+231.1%
-177.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -2.6% | +1.7% | -4.2% | -3.1% |
| 30D | +0.5% | -2.4% | +2.9% | +1.2% |
| 3M | +9.9% | +9.7% | +0.2% | +5.8% |
| 6M | +8.2% | +16.5% | -8.3% | +1.2% |
| YTD | -1.5% | +33.7% | -35.2% | -13.0% |
| 1Y | +1.3% | +49.7% | -48.4% | -14.7% |
| 3Y | +92.6% | +170.9% | -78.3% | +25.4% |
| 5Y | +53.8% | +228.0% | -174.2% | -8.7% |
| All | +53.8% | +231.1% | -177.2% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling