+222.3%
WAB vs BG
+88.4%
+133.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.2% | +3.7% | -3.9% | -1.0% |
| 30D | -5.9% | +12.3% | -18.2% | -8.3% |
| 3M | +9.4% | -2.2% | +11.6% | +9.6% |
| 6M | +13.8% | +5.3% | +8.5% | +11.8% |
| YTD | +31.8% | +42.4% | -10.6% | +20.3% |
| 1Y | +48.5% | +55.2% | -6.7% | +32.2% |
| 3Y | +167.0% | +21.0% | +146.0% | +149.0% |
| 5Y | +222.3% | +87.1% | +135.2% | +145.0% |
| All | +222.3% | +88.4% | +133.9% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling