-26.3%
U vs WAB
+360.3%
-386.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -3.2% |
| 7D | +24.4% | +4.0% | +20.3% | +20.4% |
| 30D | +7.4% | +6.3% | +1.1% | +2.5% |
| 3M | +16.8% | +3.3% | +13.5% | +13.5% |
| 6M | +78.8% | +14.5% | +64.3% | +59.3% |
| YTD | +14.0% | +42.7% | -28.7% | -16.0% |
| 1Y | +16.7% | +45.2% | -28.5% | -15.2% |
| 3Y | +86.4% | +173.8% | -87.4% | -14.3% |
| 5Y | -71.5% | +223.8% | -295.3% | -88.3% |
| All | -26.3% | +360.3% | -386.7% | -66.1% |
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