-26.6%
U vs WAB
+355.8%
-382.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.8% |
| 7D | +2.8% | +7.9% | -5.1% | -2.1% |
| 30D | +7.6% | +4.9% | +2.7% | +3.6% |
| 3M | +12.7% | +1.8% | +10.9% | +10.5% |
| 6M | +87.0% | +12.0% | +75.0% | +69.1% |
| YTD | +13.6% | +41.3% | -27.7% | -15.8% |
| 1Y | +25.3% | +43.8% | -18.5% | -8.4% |
| 3Y | +85.8% | +171.1% | -85.3% | -14.1% |
| 5Y | -74.5% | +217.7% | -292.2% | -89.5% |
| All | -26.6% | +355.8% | -382.4% | -66.0% |
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 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