-38.4%
U vs WAB
+325.1%
-363.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -4.1% | -5.9% | +1.8% | -0.3% |
| 3M | +57.8% | +9.4% | +48.4% | +46.0% |
| 6M | +103.5% | +13.8% | +89.7% | +80.1% |
| YTD | -4.8% | +31.8% | -36.5% | -25.5% |
| 1Y | -2.4% | +48.5% | -50.9% | -30.4% |
| 3Y | +11.7% | +167.0% | -155.3% | -47.6% |
| 5Y | -68.9% | +222.3% | -291.2% | -86.4% |
| All | -38.4% | +325.1% | -363.5% | -69.9% |
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