+289.9%
WAB vs ALM
+3,082.3%
-2,792.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.2% |
| 7D | +0.2% | +3.6% | -3.4% | +0.1% |
| 30D | -4.6% | +33.8% | -38.4% | -5.6% |
| 3M | +5.6% | +14.8% | -9.1% | +4.8% |
| 6M | +13.8% | -7.0% | +20.8% | +13.3% |
| YTD | +31.9% | +108.1% | -76.2% | +27.7% |
| 1Y | +48.3% | +313.8% | -265.5% | +40.0% |
| 3Y | +167.1% | +2,227.6% | -2,060.5% | +135.7% |
| 5Y | +222.9% | +956.6% | -733.8% | +189.1% |
| 10Y | +289.9% | +3,082.3% | -2,792.4% | +247.3% |
| All | +289.9% | +3,082.3% | -2,792.4% | +247.3% |
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