+4,284.0%
WAB vs BG
+1,185.2%
+3,098.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.9% |
| 7D | +1.7% | +2.4% | -0.7% | +0.8% |
| 30D | -2.4% | +15.0% | -17.5% | -7.3% |
| 3M | +9.7% | -0.7% | +10.3% | +9.3% |
| 6M | +16.5% | +7.5% | +9.0% | +12.3% |
| YTD | +33.7% | +41.6% | -7.9% | +16.9% |
| 1Y | +49.7% | +50.7% | -1.0% | +27.1% |
| 3Y | +170.9% | +20.3% | +150.6% | +143.0% |
| 5Y | +228.0% | +85.2% | +142.8% | +144.7% |
| 10Y | +284.8% | +160.6% | +124.2% | +139.3% |
| All | +4,284.0% | +1,185.2% | +3,098.8% | +1,978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling