+428.9%
RF vs WAB
+4,027.3%
-3,598.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | +0.5% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | +5.0% | -4.4% | +9.4% | +7.0% |
| 3M | -10.0% | -5.9% | -4.1% | -7.7% |
| 6M | +3.3% | +5.9% | -2.6% | -0.5% |
| YTD | +7.9% | +30.9% | -23.0% | -6.1% |
| 1Y | +21.2% | +35.8% | -14.6% | +3.7% |
| 3Y | +105.8% | +154.0% | -48.2% | +31.1% |
| 5Y | +43.7% | +203.9% | -160.1% | -15.7% |
| 10Y | +289.4% | +286.7% | +2.7% | +103.5% |
| All | +428.9% | +4,027.3% | -3,598.4% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling