+354.4%
RMD vs WAB
+269.8%
+84.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +0.1% | +7.9% | -7.8% | -2.1% |
| 30D | +1.9% | +4.9% | -3.0% | +0.4% |
| 3M | +6.3% | +1.8% | +4.5% | +5.5% |
| 6M | +18.2% | +12.0% | +6.3% | +13.6% |
| YTD | +0.3% | +41.3% | -41.0% | -10.2% |
| 1Y | -4.3% | +43.8% | -48.1% | -14.7% |
| 3Y | +71.3% | +171.1% | -99.8% | +25.6% |
| 5Y | -1.8% | +217.7% | -219.5% | -31.7% |
| All | +354.4% | +269.8% | +84.6% | +163.2% |
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