+64.4%
UL vs WAB
+296.8%
-232.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.5% | -4.1% | +4.6% | +1.1% |
| 3M | +7.2% | +8.2% | -0.9% | +5.8% |
| 6M | -3.1% | +15.4% | -18.5% | -5.4% |
| YTD | -2.7% | +33.1% | -35.9% | -7.2% |
| 1Y | -10.2% | +48.1% | -58.3% | -15.8% |
| 3Y | +20.3% | +167.7% | -147.5% | +1.0% |
| 5Y | +19.9% | +225.7% | -205.8% | -3.2% |
| All | +64.4% | +296.8% | -232.4% | +19.7% |
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