+1,895.7%
TER vs WAB
+282.7%
+1,613.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +4.0% |
| 7D | +12.4% | +0.2% | +12.1% | +12.2% |
| 30D | +5.1% | -4.6% | +9.7% | +8.3% |
| 3M | +4.0% | +5.6% | -1.7% | +0.8% |
| 6M | +29.5% | +13.8% | +15.7% | +21.3% |
| YTD | +98.5% | +31.9% | +66.6% | +71.2% |
| 1Y | +234.1% | +48.3% | +185.8% | +171.6% |
| 3Y | +289.0% | +167.1% | +121.9% | +133.3% |
| 5Y | +228.2% | +222.9% | +5.3% | +80.9% |
| 10Y | +1,895.7% | +289.9% | +1,605.8% | +790.7% |
| All | +1,895.7% | +282.7% | +1,613.0% | +790.7% |
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 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