-5.7%
RMD vs WAB
+223.7%
-229.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | +3.1% | +4.0% | -0.9% | +1.6% |
| 30D | +1.8% | +6.3% | -4.6% | -0.6% |
| 3M | +6.7% | +3.3% | +3.4% | +5.1% |
| 6M | +13.9% | +14.5% | -0.6% | +7.3% |
| YTD | -2.0% | +42.7% | -44.7% | -15.7% |
| 1Y | -5.4% | +45.2% | -50.6% | -19.3% |
| 3Y | +67.4% | +173.8% | -106.4% | +5.8% |
| 5Y | -5.7% | +223.8% | -229.5% | -46.2% |
| All | -5.7% | +223.7% | -229.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling