+289.9%
WAB vs A
+236.6%
+53.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +0.2% | -4.4% | +4.6% | +2.2% |
| 30D | -4.6% | -2.7% | -1.9% | -3.6% |
| 3M | +5.6% | +7.0% | -1.4% | +2.1% |
| 6M | +13.8% | +24.6% | -10.8% | +1.7% |
| YTD | +31.9% | +7.0% | +24.8% | +25.8% |
| 1Y | +48.3% | +15.6% | +32.7% | +35.9% |
| 3Y | +167.1% | +29.9% | +137.2% | +122.7% |
| 5Y | +222.9% | -15.4% | +238.3% | +226.5% |
| 10Y | +289.9% | +248.9% | +41.1% | +83.1% |
| All | +289.9% | +236.6% | +53.3% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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