+4,092.2%
WAB vs BBWI
+711.8%
+3,380.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -3.2% | +1.5% | -4.7% | -3.6% |
| 30D | -4.4% | -5.2% | +0.8% | -3.5% |
| 3M | +7.9% | +11.1% | -3.2% | +3.4% |
| 6M | +8.7% | -13.4% | +22.1% | +10.3% |
| YTD | +33.0% | +0.1% | +32.9% | +28.7% |
| 1Y | +46.7% | -36.1% | +82.8% | +58.1% |
| 3Y | +153.0% | -44.1% | +197.1% | +167.4% |
| 5Y | +222.3% | -66.2% | +288.5% | +272.8% |
| 10Y | +291.0% | -54.8% | +345.7% | +239.7% |
| All | +4,092.2% | +711.8% | +3,380.4% | +1,123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling