+161.8%
W vs WAB
+288.1%
-126.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | +6.5% | +1.7% | +4.8% | +5.3% |
| 30D | -6.2% | -2.4% | -3.8% | -4.7% |
| 3M | +48.9% | +9.7% | +39.2% | +38.7% |
| 6M | +31.2% | +16.5% | +14.7% | +16.7% |
| YTD | -0.4% | +33.7% | -34.2% | -19.9% |
| 1Y | +14.8% | +49.7% | -34.8% | -15.0% |
| 3Y | +40.5% | +170.9% | -130.4% | -27.7% |
| 5Y | -62.1% | +228.0% | -290.2% | -81.8% |
| All | +161.8% | +288.1% | -126.3% | -11.4% |
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