+239.8%
RF vs WAB
+288.7%
-48.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -2.0% |
| 7D | +0.3% | +4.0% | -3.7% | -2.5% |
| 30D | +6.2% | +6.3% | -0.1% | +1.3% |
| 3M | -7.8% | +3.3% | -11.1% | -10.5% |
| 6M | +5.9% | +14.5% | -8.5% | -5.5% |
| YTD | +9.0% | +42.7% | -33.6% | -17.3% |
| 1Y | +19.3% | +45.2% | -25.9% | -10.8% |
| 3Y | +116.4% | +173.8% | -57.3% | +0.4% |
| 5Y | +46.0% | +223.8% | -177.7% | -40.8% |
| 10Y | +239.8% | +280.5% | -40.7% | +3.0% |
| All | +239.8% | +288.7% | -48.9% | +3.0% |
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