+282.6%
WAB vs AR
+46.3%
+236.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -3.2% | +2.5% | -5.7% | -3.6% |
| 30D | -4.4% | +14.8% | -19.2% | -6.8% |
| 3M | +7.9% | +6.2% | +1.6% | +6.4% |
| 6M | +8.7% | +4.3% | +4.4% | +7.0% |
| YTD | +33.0% | +14.4% | +18.6% | +28.4% |
| 1Y | +46.7% | +21.3% | +25.3% | +39.5% |
| 3Y | +153.0% | +39.8% | +113.2% | +129.6% |
| 5Y | +222.3% | +142.1% | +80.2% | +154.5% |
| All | +282.6% | +46.3% | +236.3% | +191.0% |
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