+81.8%
SPY vs WAB
+231.1%
-149.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +0.5% | +1.7% | -1.1% | -0.2% |
| 30D | -0.9% | -2.4% | +1.5% | 0.0% |
| 3M | +3.9% | +9.7% | -5.8% | -1.0% |
| 6M | +14.5% | +16.5% | -2.0% | +5.7% |
| YTD | +12.9% | +33.7% | -20.8% | -2.6% |
| 1Y | +19.4% | +49.7% | -30.3% | -2.7% |
| 3Y | +78.5% | +170.9% | -92.5% | +7.1% |
| 5Y | +81.8% | +228.0% | -146.3% | -3.0% |
| All | +81.8% | +231.1% | -149.3% | -3.0% |
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