+252.8%
SPOT vs WAB
+270.8%
-18.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +7.4% | -4.1% | +11.5% | +8.6% |
| 3M | +8.2% | +8.2% | 0.0% | +4.9% |
| 6M | +2.2% | +15.4% | -13.2% | -3.4% |
| YTD | -9.5% | +33.1% | -42.6% | -18.5% |
| 1Y | -23.8% | +48.1% | -71.9% | -33.9% |
| 3Y | +233.5% | +167.7% | +65.7% | +138.1% |
| 5Y | +112.2% | +225.7% | -113.5% | +43.3% |
| All | +252.8% | +270.8% | -18.0% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling