+167.4%
WAB vs BB
+147.9%
+19.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | +5.1% | +1.8% | +3.2% | +4.9% |
| 30D | +4.0% | +8.1% | -4.1% | +3.1% |
| 3M | +0.1% | -1.0% | +1.1% | -0.2% |
| 6M | +12.8% | +45.9% | -33.1% | +6.9% |
| YTD | +40.1% | +134.8% | -94.8% | +25.2% |
| 1Y | +46.4% | +104.6% | -58.2% | +32.6% |
| 3Y | +167.4% | +152.8% | +14.5% | +123.3% |
| All | +167.4% | +147.9% | +19.5% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling