+288.2%
WAB vs BB
-0.1%
+288.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | -0.2% | -2.1% | +1.9% | +0.1% |
| 30D | -5.9% | -16.0% | +10.2% | -3.9% |
| 3M | +9.4% | -14.5% | +23.9% | +10.4% |
| 6M | +13.8% | +118.6% | -104.7% | +0.4% |
| YTD | +31.8% | +98.9% | -67.2% | +17.6% |
| 1Y | +48.5% | +99.5% | -51.0% | +31.9% |
| 3Y | +167.0% | +65.4% | +101.6% | +133.3% |
| 5Y | +222.3% | -27.6% | +250.0% | +203.9% |
| All | +288.2% | -0.1% | +288.3% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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