+4,092.2%
WAB vs BWA
+3,178.3%
+913.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.5% |
| 7D | -3.2% | +5.7% | -8.9% | -5.5% |
| 30D | -4.4% | +1.4% | -5.8% | -5.3% |
| 3M | +7.9% | -12.1% | +19.9% | +13.1% |
| 6M | +8.7% | +28.6% | -19.9% | -3.6% |
| YTD | +33.0% | +51.1% | -18.1% | +8.3% |
| 1Y | +46.7% | +55.9% | -9.2% | +17.4% |
| 3Y | +153.0% | +70.1% | +82.9% | +88.3% |
| 5Y | +222.3% | +90.7% | +131.6% | +123.2% |
| 10Y | +291.0% | +154.0% | +137.0% | +128.2% |
| All | +4,092.2% | +3,178.3% | +913.9% | +1,114.5% |
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