+2,430.1%
WAB vs BIDU
+1,407.1%
+1,023.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.3% | -0.1% |
| 7D | -3.2% | +2.4% | -5.6% | -3.7% |
| 30D | -4.4% | -10.5% | +6.0% | -2.5% |
| 3M | +7.9% | -26.2% | +34.1% | +14.1% |
| 6M | +8.7% | -16.4% | +25.1% | +11.4% |
| YTD | +33.0% | -23.9% | +56.8% | +38.1% |
| 1Y | +46.7% | +1.3% | +45.4% | +41.8% |
| 3Y | +153.0% | -32.1% | +185.1% | +158.1% |
| 5Y | +222.3% | -39.0% | +261.2% | +213.2% |
| 10Y | +291.0% | -44.0% | +335.0% | +256.0% |
| All | +2,430.1% | +1,407.1% | +1,023.0% | +1,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling