+222.9%
WAB vs BWA
+89.5%
+133.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -4.6% | -5.6% | +1.0% | -2.6% |
| 3M | +5.6% | -10.7% | +16.3% | +9.9% |
| 6M | +13.8% | +23.2% | -9.4% | +3.6% |
| YTD | +31.9% | +46.0% | -14.1% | +10.1% |
| 1Y | +48.3% | +51.2% | -2.9% | +21.6% |
| 3Y | +167.1% | +69.6% | +97.6% | +102.0% |
| 5Y | +222.9% | +86.6% | +136.3% | +118.9% |
| All | +222.9% | +89.5% | +133.4% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling