+288.2%
WAB vs BWA
+153.1%
+135.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -5.9% | -5.5% | -0.4% | -3.6% |
| 3M | +9.4% | -7.6% | +17.0% | +12.8% |
| 6M | +13.8% | +25.0% | -11.1% | +0.8% |
| YTD | +31.8% | +47.0% | -15.2% | +5.7% |
| 1Y | +48.5% | +54.0% | -5.5% | +15.9% |
| 3Y | +167.0% | +70.7% | +96.3% | +89.7% |
| 5Y | +222.3% | +86.7% | +135.6% | +110.4% |
| All | +288.2% | +153.1% | +135.1% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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