-3.9%
RMD vs WAB
+42.5%
-46.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +2.1% | +5.1% | -3.0% | +1.3% |
| 30D | +2.1% | +4.0% | -1.9% | +1.4% |
| 3M | +6.2% | +0.1% | +6.1% | +6.1% |
| 6M | +19.4% | +12.8% | +6.6% | +15.7% |
| YTD | +0.5% | +40.1% | -39.5% | -13.8% |
| 1Y | -3.9% | +46.4% | -50.3% | -19.8% |
| All | -3.9% | +42.5% | -46.5% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling