+261.5%
WAB vs BIDU
-51.3%
+312.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +5.1% | -4.6% | +9.6% | +5.9% |
| 30D | +4.0% | -4.5% | +8.5% | +4.8% |
| 3M | +0.1% | -25.4% | +25.4% | +5.0% |
| 6M | +12.8% | -48.1% | +60.9% | +25.6% |
| YTD | +40.1% | -40.2% | +80.3% | +50.7% |
| 1Y | +46.4% | -35.2% | +81.6% | +54.8% |
| 3Y | +167.4% | -27.1% | +194.5% | +167.2% |
| 5Y | +215.0% | -54.2% | +269.2% | +227.2% |
| All | +261.5% | -51.3% | +312.8% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling