+420.3%
WAB vs ACI
+18.9%
+401.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | +0.2% | -5.0% | +5.3% | +0.6% |
| 30D | -4.6% | -2.3% | -2.2% | -4.4% |
| 3M | +5.6% | -23.2% | +28.8% | +7.4% |
| 6M | +13.8% | -29.5% | +43.3% | +16.5% |
| YTD | +31.9% | -28.6% | +60.5% | +34.6% |
| 1Y | +48.3% | -34.0% | +82.3% | +52.4% |
| 3Y | +167.1% | -45.0% | +212.1% | +179.1% |
| 5Y | +222.9% | -44.0% | +266.9% | +233.3% |
| All | +420.3% | +18.9% | +401.4% | +445.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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