+228.0%
WAB vs ALM
+1,033.0%
-805.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.3% | +0.1% |
| 7D | +1.7% | +8.4% | -6.8% | +1.2% |
| 30D | -2.4% | +34.8% | -37.3% | -4.0% |
| 3M | +9.7% | +16.2% | -6.6% | +8.4% |
| 6M | +16.5% | +2.1% | +14.4% | +15.3% |
| YTD | +33.7% | +117.0% | -83.3% | +27.9% |
| 1Y | +49.7% | +313.9% | -264.2% | +38.8% |
| 3Y | +170.9% | +2,327.9% | -2,157.0% | +128.1% |
| 5Y | +228.0% | +1,040.6% | -812.6% | +185.7% |
| All | +228.0% | +1,033.0% | -805.0% | +185.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling