+48.1%
WAB vs BG
+53.0%
-4.9%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +0.1% | +3.1% | -3.0% | -0.1% |
| 30D | -4.1% | +10.2% | -14.3% | -4.8% |
| 3M | +8.2% | -1.7% | +9.8% | +8.0% |
| 6M | +15.4% | +1.0% | +14.4% | +14.8% |
| YTD | +33.1% | +39.9% | -6.8% | +29.3% |
| 1Y | +48.1% | +53.2% | -5.2% | +43.9% |
| All | +48.1% | +53.0% | -4.9% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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