+4,408.2%
WAB vs BBWI
+803.8%
+3,604.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.1% | -7.7% | +10.9% | +5.4% |
| 30D | +6.4% | +24.8% | -18.3% | -0.2% |
| 3M | +2.2% | +16.2% | -14.1% | -3.2% |
| 6M | +13.7% | +15.8% | -2.1% | +6.6% |
| YTD | +43.0% | +11.4% | +31.6% | +33.4% |
| 1Y | +47.0% | +3.2% | +43.8% | +37.8% |
| 3Y | +174.4% | -23.5% | +197.9% | +163.7% |
| 5Y | +222.2% | -67.4% | +289.6% | +275.5% |
| 10Y | +276.9% | -46.0% | +322.9% | +208.5% |
| All | +4,408.2% | +803.8% | +3,604.4% | +1,167.2% |
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