+466.3%
RF vs WAB
+4,092.2%
-3,625.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +1.3% | -3.2% | +4.5% | +2.9% |
| 30D | -3.6% | -4.4% | +0.8% | -1.6% |
| 3M | +8.1% | +7.9% | +0.2% | +3.6% |
| 6M | +11.5% | +8.7% | +2.8% | +6.2% |
| YTD | +15.6% | +33.0% | -17.4% | +0.2% |
| 1Y | +15.7% | +46.7% | -31.0% | -4.4% |
| 3Y | +86.9% | +153.0% | -66.1% | +19.6% |
| 5Y | +89.8% | +222.3% | -132.5% | +8.9% |
| 10Y | +344.7% | +291.0% | +53.7% | +131.6% |
| All | +466.3% | +4,092.2% | -3,625.9% | +63.0% |
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 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