+4,316.0%
WAB vs BWA
+2,370.2%
+1,945.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +5.1% | +4.3% | +0.8% | +3.2% |
| 30D | +4.0% | -13.0% | +17.0% | +10.3% |
| 3M | +0.1% | -24.8% | +24.9% | +12.3% |
| 6M | +12.8% | -23.5% | +36.3% | +24.6% |
| YTD | +40.1% | +13.8% | +26.2% | +28.1% |
| 1Y | +46.4% | +13.4% | +32.9% | +33.9% |
| 3Y | +167.4% | +62.8% | +104.6% | +103.0% |
| 5Y | +215.0% | +28.5% | +186.6% | +158.0% |
| 10Y | +269.2% | +95.4% | +173.8% | +140.7% |
| All | +4,316.0% | +2,370.2% | +1,945.9% | +1,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling