+222.3%
WAB vs BIDU
-45.6%
+267.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -0.2% | -5.2% | +5.0% | +0.4% |
| 30D | -5.9% | -14.5% | +8.6% | -4.1% |
| 3M | +9.4% | -22.9% | +32.3% | +12.6% |
| 6M | +13.8% | -27.8% | +41.7% | +17.7% |
| YTD | +31.8% | -30.7% | +62.4% | +36.5% |
| 1Y | +48.5% | -15.8% | +64.3% | +48.9% |
| 3Y | +167.0% | -33.2% | +200.2% | +170.6% |
| 5Y | +222.3% | -44.8% | +267.1% | +221.6% |
| All | +222.3% | -45.6% | +267.9% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling