+200.2%
WAB vs ALM
+396.4%
-196.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.7% |
| 7D | +1.4% | -6.7% | +8.1% | +1.8% |
| 30D | +0.4% | -32.9% | +33.3% | +2.3% |
| 3M | -3.8% | -39.5% | +35.6% | -1.8% |
| 6M | +5.1% | -62.0% | +67.1% | +9.2% |
| YTD | +33.3% | -7.8% | +41.2% | +32.9% |
| 1Y | +39.8% | +26.7% | +13.1% | +37.3% |
| 3Y | +161.1% | +825.4% | -664.3% | +132.1% |
| All | +200.2% | +396.4% | -196.2% | +174.2% |
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