+285.3%
WAB vs CAPR
-64.9%
+350.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +5.0% |
| 7D | +4.0% | +36.0% | -32.1% | +3.3% |
| 30D | +4.5% | +25.8% | -21.3% | +3.9% |
| 3M | +2.3% | +140.8% | -138.5% | 0.0% |
| 6M | +12.5% | -67.6% | +80.1% | +13.2% |
| YTD | +40.2% | -65.9% | +106.1% | +40.7% |
| 1Y | +45.2% | +66.1% | -20.9% | +35.1% |
| 3Y | +171.8% | +256.9% | -85.1% | +138.8% |
| 5Y | +217.6% | +172.1% | +45.5% | +176.7% |
| 10Y | +285.3% | -64.7% | +350.0% | +210.1% |
| All | +285.3% | -64.9% | +350.3% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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