+276.9%
WAB vs BWA
+92.6%
+184.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.5% |
| 7D | +3.1% | +1.7% | +1.4% | +2.3% |
| 30D | +6.4% | -14.6% | +21.1% | +14.4% |
| 3M | +2.2% | -26.2% | +28.4% | +16.9% |
| 6M | +13.7% | -18.4% | +32.1% | +22.7% |
| YTD | +43.0% | +14.7% | +28.3% | +27.9% |
| 1Y | +47.0% | +13.3% | +33.6% | +32.1% |
| 3Y | +174.4% | +64.7% | +109.7% | +96.2% |
| 5Y | +222.2% | +32.2% | +190.0% | +148.1% |
| 10Y | +276.9% | +96.8% | +180.1% | +125.7% |
| All | +276.9% | +92.6% | +184.3% | +125.7% |
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