+223.8%
WAB vs ACI
-39.7%
+263.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.6% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | +6.3% | +9.5% | -3.2% | +5.5% |
| 3M | +3.3% | +10.1% | -6.8% | +2.3% |
| 6M | +14.5% | -15.4% | +29.9% | +16.0% |
| YTD | +42.7% | -19.5% | +62.2% | +45.1% |
| 1Y | +45.2% | -21.0% | +66.2% | +48.0% |
| 3Y | +173.8% | -31.2% | +205.0% | +183.4% |
| 5Y | +223.8% | -40.6% | +264.4% | +237.2% |
| All | +223.8% | -39.7% | +263.4% | +237.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling