+170.9%
WAB vs BB
+68.2%
+102.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | -2.4% | -12.4% | +9.9% | -1.3% |
| 3M | +9.7% | -15.3% | +25.0% | +10.4% |
| 6M | +16.5% | +128.8% | -112.3% | +4.3% |
| YTD | +33.7% | +107.7% | -73.9% | +20.9% |
| 1Y | +49.7% | +103.9% | -54.2% | +35.2% |
| 3Y | +170.9% | +72.6% | +98.3% | +137.8% |
| All | +170.9% | +68.2% | +102.8% | +137.8% |
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