+42,285.7%
RMD vs WAB
+4,316.0%
+37,969.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.1% | +5.1% | -3.0% | +0.9% |
| 30D | +2.1% | +4.0% | -1.9% | +1.0% |
| 3M | +6.2% | +0.1% | +6.1% | +6.0% |
| 6M | +19.4% | +12.8% | +6.6% | +15.4% |
| YTD | +0.5% | +40.1% | -39.5% | -7.7% |
| 1Y | -3.9% | +46.4% | -50.3% | -12.7% |
| 3Y | +72.5% | +167.4% | -94.8% | +35.5% |
| 5Y | -1.5% | +215.0% | -216.5% | -25.9% |
| 10Y | +345.8% | +269.2% | +76.6% | +206.0% |
| All | +42,285.7% | +4,316.0% | +37,969.7% | +17,634.7% |
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