+1,006.2%
TER vs WAB
+288.7%
+717.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.4% |
| 7D | -8.9% | +4.0% | -12.9% | -10.6% |
| 30D | -39.1% | +6.3% | -45.4% | -41.0% |
| 3M | -32.8% | +3.3% | -36.0% | -33.5% |
| 6M | -31.7% | +14.5% | -46.2% | -36.5% |
| YTD | +26.9% | +42.7% | -15.7% | +5.0% |
| 1Y | +33.6% | +45.2% | -11.6% | +9.6% |
| 3Y | +181.5% | +173.8% | +7.8% | +66.3% |
| 5Y | +76.1% | +223.8% | -147.6% | -4.0% |
| 10Y | +1,006.2% | +280.5% | +725.7% | +386.5% |
| All | +1,006.2% | +288.7% | +717.5% | +386.5% |
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