+72.1%
WAB vs ADVB
-97.4%
+169.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.7% |
| 7D | +4.0% | -4.1% | +8.1% | +4.1% |
| 30D | +6.3% | -60.3% | +66.6% | +9.3% |
| 3M | +3.3% | -73.3% | +76.6% | +7.2% |
| 6M | +14.5% | -65.9% | +80.4% | +16.3% |
| YTD | +42.7% | -63.9% | +106.5% | +43.8% |
| 1Y | +45.2% | -74.1% | +119.3% | +47.8% |
| All | +72.1% | -97.4% | +169.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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