+261.5%
WAB vs ALM
+2,100.8%
-1,839.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.6% | -1.2% |
| 7D | +5.1% | +1.2% | +3.8% | +5.0% |
| 30D | +4.0% | -19.3% | +23.3% | +4.8% |
| 3M | +0.1% | -40.6% | +40.7% | +1.8% |
| 6M | +12.8% | -57.9% | +70.7% | +15.7% |
| YTD | +40.1% | -6.7% | +46.8% | +39.4% |
| 1Y | +46.4% | +20.2% | +26.2% | +44.3% |
| 3Y | +167.4% | +879.4% | -712.1% | +142.9% |
| 5Y | +215.0% | +415.3% | -200.2% | +188.6% |
| All | +261.5% | +2,100.8% | -1,839.3% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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