+3,097.2%
WAB vs BB
+258.8%
+2,838.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | -5.6% | +2.4% | -2.5% |
| 30D | -4.4% | -11.8% | +7.4% | -3.1% |
| 3M | +7.9% | -25.5% | +33.4% | +10.8% |
| 6M | +8.7% | +121.3% | -112.6% | -3.6% |
| YTD | +33.0% | +103.2% | -70.2% | +19.1% |
| 1Y | +46.7% | +102.6% | -56.0% | +30.8% |
| 3Y | +153.0% | +37.5% | +115.5% | +127.7% |
| 5Y | +222.3% | -30.4% | +252.7% | +207.6% |
| 10Y | +291.0% | 0.0% | +291.0% | +214.2% |
| All | +3,097.2% | +258.8% | +2,838.3% | +1,901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling