+72.2%
V vs WAB
+222.7%
-150.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -1.7% | -3.2% | +1.5% | -0.5% |
| 30D | +2.0% | -4.4% | +6.4% | +3.7% |
| 3M | +17.4% | +7.9% | +9.5% | +13.1% |
| 6M | +17.5% | +8.7% | +8.8% | +12.1% |
| YTD | +7.6% | +33.0% | -25.4% | -6.2% |
| 1Y | +7.7% | +46.7% | -38.9% | -10.5% |
| 3Y | +54.7% | +153.0% | -98.3% | -4.2% |
| All | +72.2% | +222.7% | -150.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling