+261.5%
WAB vs AR
+57.4%
+204.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.1% | +7.4% | -2.3% | +3.8% |
| 30D | +4.0% | +5.8% | -1.8% | +2.8% |
| 3M | +0.1% | +5.2% | -5.1% | -1.1% |
| 6M | +12.8% | +5.4% | +7.3% | +11.0% |
| YTD | +40.1% | +12.4% | +27.7% | +35.2% |
| 1Y | +46.4% | +12.8% | +33.6% | +40.9% |
| 3Y | +167.4% | +47.2% | +120.2% | +140.3% |
| 5Y | +215.0% | +101.1% | +113.9% | +157.5% |
| All | +261.5% | +57.4% | +204.1% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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