+40,195.6%
RMD vs WAB
+4,092.2%
+36,103.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | +2.2% | -4.4% | +6.7% | +3.3% |
| 3M | +17.8% | +7.9% | +10.0% | +15.4% |
| 6M | -11.3% | +8.7% | -20.0% | -13.5% |
| YTD | -4.4% | +33.0% | -37.4% | -11.0% |
| 1Y | -15.7% | +46.7% | -62.4% | -23.4% |
| 3Y | +47.7% | +153.0% | -105.3% | +17.7% |
| 5Y | -19.2% | +222.3% | -241.5% | -39.4% |
| 10Y | +280.4% | +291.0% | -10.6% | +158.5% |
| All | +40,195.6% | +4,092.2% | +36,103.4% | +16,995.8% |
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 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