+50.7%
O vs WAB
+296.8%
-246.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -4.5% | -4.1% | -0.4% | -3.3% |
| 3M | -2.6% | +8.2% | -10.8% | -5.5% |
| 6M | -5.6% | +15.4% | -21.0% | -10.6% |
| YTD | +9.3% | +33.1% | -23.9% | -1.3% |
| 1Y | +4.3% | +48.1% | -43.8% | -9.3% |
| 3Y | +27.4% | +167.7% | -140.3% | -12.3% |
| 5Y | +17.1% | +225.7% | -208.7% | -26.4% |
| All | +50.7% | +296.8% | -246.1% | -25.3% |
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