+1,703.5%
WAB vs BR
+1,286.0%
+417.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.9% |
| 7D | +1.7% | -5.9% | +7.6% | +5.0% |
| 30D | -2.4% | +1.9% | -4.3% | -3.7% |
| 3M | +9.7% | +14.7% | -5.0% | +0.5% |
| 6M | +16.5% | -12.8% | +29.3% | +22.8% |
| YTD | +33.7% | -23.0% | +56.8% | +49.9% |
| 1Y | +49.7% | -31.7% | +81.4% | +79.4% |
| 3Y | +170.9% | -4.8% | +175.7% | +163.3% |
| 5Y | +228.0% | +7.8% | +220.2% | +190.2% |
| 10Y | +284.8% | +184.1% | +100.7% | +82.3% |
| All | +1,703.5% | +1,286.0% | +417.5% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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