+76.2%
O vs WAB
+266.7%
-190.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.4% | +5.1% | -5.4% | -1.9% |
| 30D | +7.1% | +4.0% | +3.1% | +5.5% |
| 3M | -5.2% | +0.1% | -5.3% | -5.6% |
| 6M | -1.8% | +12.8% | -14.6% | -6.3% |
| YTD | +9.1% | +40.1% | -31.0% | -3.5% |
| 1Y | +9.7% | +46.4% | -36.7% | -4.4% |
| 3Y | +39.1% | +167.4% | -128.2% | -4.7% |
| 5Y | +8.4% | +215.0% | -206.7% | -31.4% |
| All | +76.2% | +266.7% | -190.5% | -13.6% |
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