+3,306.4%
V vs WAB
+1,643.6%
+1,662.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.3% | -2.2% |
| 7D | -0.8% | +4.0% | -4.8% | -2.4% |
| 30D | +9.5% | +4.5% | +5.1% | +7.4% |
| 3M | +16.7% | +2.3% | +14.4% | +15.2% |
| 6M | +32.9% | +12.5% | +20.5% | +25.4% |
| YTD | +21.1% | +40.2% | -19.1% | +3.8% |
| 1Y | +26.6% | +45.2% | -18.6% | +6.9% |
| 3Y | +78.4% | +171.8% | -93.4% | +14.5% |
| 5Y | +105.5% | +217.6% | -112.1% | +22.1% |
| 10Y | +444.2% | +285.3% | +158.9% | +168.4% |
| All | +3,306.4% | +1,643.6% | +1,662.8% | +835.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling