+221.4%
WAB vs BBWI
-67.3%
+288.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +4.0% | -4.2% | +8.3% | +4.8% |
| 30D | +6.3% | +24.9% | -18.5% | +1.9% |
| 3M | +3.3% | +13.2% | -9.9% | +0.3% |
| 6M | +14.5% | +12.1% | +2.4% | +10.5% |
| YTD | +42.7% | +11.1% | +31.6% | +36.7% |
| 1Y | +45.2% | +0.7% | +44.5% | +40.5% |
| 3Y | +173.8% | -23.8% | +197.5% | +168.0% |
| All | +221.4% | -67.3% | +288.7% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling