+280.0%
WAB vs AR
+44.3%
+235.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | +1.4% | -14.3% | +15.7% | +4.1% |
| 30D | +0.4% | +1.4% | -1.0% | 0.0% |
| 3M | -3.8% | +3.4% | -7.2% | -4.8% |
| 6M | +5.1% | -2.1% | +7.1% | +4.7% |
| YTD | +33.3% | +4.7% | +28.6% | +30.3% |
| 1Y | +39.8% | +10.6% | +29.2% | +35.0% |
| 3Y | +161.1% | +24.6% | +136.5% | +141.5% |
| 5Y | +209.5% | +71.9% | +137.6% | +159.7% |
| All | +280.0% | +44.3% | +235.7% | +179.1% |
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