+222.9%
WAB vs BBWI
-68.8%
+291.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.2% |
| 7D | +0.2% | -4.4% | +4.7% | +1.0% |
| 30D | -4.6% | -7.4% | +2.8% | -3.5% |
| 3M | +5.6% | -2.2% | +7.9% | +5.2% |
| 6M | +13.8% | -16.3% | +30.1% | +15.9% |
| YTD | +31.9% | -9.1% | +41.0% | +31.5% |
| 1Y | +48.3% | -34.5% | +82.8% | +56.4% |
| 3Y | +167.1% | -47.0% | +214.1% | +182.0% |
| 5Y | +222.9% | -68.8% | +291.7% | +281.6% |
| All | +222.9% | -68.8% | +291.7% | +281.6% |
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