-22.2%
RMD vs WAB
+231.1%
-253.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -4.5% | +1.7% | -6.1% | -5.0% |
| 30D | +4.6% | -2.4% | +7.0% | +5.4% |
| 3M | +14.8% | +9.7% | +5.1% | +10.2% |
| 6M | -12.1% | +16.5% | -28.6% | -17.8% |
| YTD | -7.5% | +33.7% | -41.2% | -18.1% |
| 1Y | -20.1% | +49.7% | -69.7% | -32.5% |
| 3Y | +53.9% | +170.9% | -117.0% | -1.1% |
| 5Y | -22.2% | +228.0% | -250.3% | -53.9% |
| All | -22.2% | +231.1% | -253.3% | -53.9% |
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