+1,780.1%
WAB vs CAPR
-99.1%
+1,879.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | -4.4% | +139.2% | -143.6% | -6.1% |
| 3M | +7.9% | -66.4% | +74.2% | +8.5% |
| 6M | +8.7% | -63.1% | +71.8% | +9.1% |
| YTD | +33.0% | -67.4% | +100.4% | +33.7% |
| 1Y | +46.7% | +58.2% | -11.6% | +38.6% |
| 3Y | +153.0% | +42.2% | +110.8% | +134.2% |
| 5Y | +222.3% | +87.3% | +135.0% | +194.2% |
| 10Y | +291.0% | -75.3% | +366.2% | +240.4% |
| All | +1,780.1% | -99.1% | +1,879.1% | +1,466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling