+1,381.0%
NET vs WAB
+309.6%
+1,071.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -16.4% | +4.5% | -20.9% | -17.8% |
| 30D | -25.8% | +1.1% | -26.9% | -26.2% |
| 3M | -11.5% | -1.3% | -10.3% | -11.2% |
| 6M | +18.9% | +12.7% | +6.2% | +12.2% |
| YTD | +35.2% | +38.7% | -3.5% | +16.0% |
| 1Y | +14.5% | +44.9% | -30.5% | -3.6% |
| 3Y | +313.8% | +169.0% | +144.8% | +177.5% |
| 5Y | +32.6% | +229.7% | -197.1% | -15.6% |
| All | +1,381.0% | +309.6% | +1,071.4% | +891.1% |
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