+352.4%
RMD vs WAB
+274.3%
+78.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -0.8% | +3.1% | -3.9% | -1.8% |
| 30D | +1.7% | +6.4% | -4.8% | -0.2% |
| 3M | +6.4% | +2.2% | +4.2% | +5.5% |
| 6M | +20.7% | +13.7% | +7.0% | +15.5% |
| YTD | -0.2% | +43.0% | -43.2% | -10.9% |
| 1Y | -4.5% | +47.0% | -51.5% | -15.5% |
| 3Y | +70.5% | +174.4% | -103.8% | +24.6% |
| 5Y | -1.6% | +222.2% | -223.8% | -31.8% |
| All | +352.4% | +274.3% | +78.1% | +161.2% |
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