+48.5%
WAB vs BBWI
-35.0%
+83.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -0.2% | -8.0% | +7.8% | +0.6% |
| 30D | -5.9% | -6.6% | +0.8% | -5.3% |
| 3M | +9.4% | -2.7% | +12.1% | +9.0% |
| 6M | +13.8% | -12.8% | +26.6% | +14.6% |
| YTD | +31.8% | -10.5% | +42.2% | +32.4% |
| 1Y | +48.5% | -35.3% | +83.9% | +58.8% |
| All | +48.5% | -35.0% | +83.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling