+82.5%
O vs WAB
+282.9%
-200.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.6% | +3.1% | -2.5% | -0.5% |
| 30D | +9.4% | +6.4% | +3.0% | +7.0% |
| 3M | -2.4% | +2.2% | -4.5% | -3.4% |
| 6M | -1.9% | +13.7% | -15.6% | -6.6% |
| YTD | +10.5% | +43.0% | -32.5% | -2.9% |
| 1Y | +10.0% | +47.0% | -37.0% | -4.3% |
| 3Y | +40.5% | +174.4% | -133.9% | -4.6% |
| 5Y | +10.2% | +222.2% | -212.0% | -30.8% |
| 10Y | +82.5% | +276.9% | -194.4% | -10.4% |
| All | +82.5% | +282.9% | -200.5% | -10.4% |
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