+211.2%
RF vs WAB
+274.3%
-63.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -1.3% | +3.1% | -4.5% | -3.6% |
| 30D | +4.6% | +6.4% | -1.8% | -0.2% |
| 3M | -8.4% | +2.2% | -10.6% | -10.4% |
| 6M | +8.9% | +13.7% | -4.8% | -2.4% |
| YTD | +8.8% | +43.0% | -34.2% | -17.6% |
| 1Y | +18.9% | +47.0% | -28.1% | -11.7% |
| 3Y | +116.0% | +174.4% | -58.4% | +0.2% |
| 5Y | +46.0% | +222.2% | -176.1% | -40.5% |
| All | +211.2% | +274.3% | -63.1% | -4.2% |
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