+170.9%
WAB vs BWA
+72.9%
+98.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | +1.7% | +4.3% | -2.6% | +0.4% |
| 30D | -2.4% | -2.9% | +0.5% | -1.7% |
| 3M | +9.7% | -12.4% | +22.1% | +13.7% |
| 6M | +16.5% | +28.6% | -12.0% | +7.1% |
| YTD | +33.7% | +48.2% | -14.5% | +16.1% |
| 1Y | +49.7% | +50.9% | -1.2% | +28.9% |
| 3Y | +170.9% | +72.2% | +98.8% | +113.1% |
| All | +170.9% | +72.9% | +98.0% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling