+41,212.0%
RMD vs WAB
+4,398.0%
+36,814.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | +3.1% | +4.0% | -0.9% | +2.1% |
| 30D | +1.8% | +6.3% | -4.6% | +0.2% |
| 3M | +6.7% | +3.3% | +3.4% | +5.7% |
| 6M | +13.9% | +14.5% | -0.6% | +9.7% |
| YTD | -2.0% | +42.7% | -44.7% | -10.4% |
| 1Y | -5.4% | +45.2% | -50.6% | -13.9% |
| 3Y | +67.4% | +173.8% | -106.4% | +30.7% |
| 5Y | -5.7% | +223.8% | -229.5% | -29.5% |
| 10Y | +338.4% | +280.5% | +57.9% | +198.9% |
| All | +41,212.0% | +4,398.0% | +36,814.0% | +17,113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling