+217.0%
W vs WAB
+288.7%
-71.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -5.0% |
| 7D | +1.1% | +4.0% | -2.9% | -1.5% |
| 30D | +6.4% | +6.3% | +0.1% | +1.9% |
| 3M | +9.0% | +3.3% | +5.7% | +6.2% |
| 6M | +69.8% | +14.5% | +55.3% | +53.4% |
| YTD | +12.1% | +42.7% | -30.6% | -14.1% |
| 1Y | 0.0% | +45.2% | -45.2% | -24.3% |
| 3Y | +160.3% | +173.8% | -13.4% | +32.4% |
| 5Y | -53.3% | +223.8% | -277.1% | -77.8% |
| 10Y | +217.0% | +280.5% | -63.5% | +8.1% |
| All | +217.0% | +288.7% | -71.8% | +8.1% |
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