+1,784.9%
WAB vs CAPR
-99.1%
+1,884.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.8% | +1.8% |
| 7D | +1.4% | +41.1% | -39.6% | +0.9% |
| 30D | +0.4% | +11.1% | -10.7% | +0.2% |
| 3M | -3.8% | +115.3% | -119.2% | -5.4% |
| 6M | +5.1% | -73.8% | +78.9% | +6.0% |
| YTD | +33.3% | -68.8% | +102.1% | +33.9% |
| 1Y | +39.8% | +43.3% | -3.5% | +32.3% |
| 3Y | +161.1% | +214.7% | -53.6% | +138.4% |
| 5Y | +209.5% | +141.3% | +68.2% | +181.1% |
| 10Y | +293.8% | -67.0% | +360.9% | +241.6% |
| All | +1,784.9% | -99.1% | +1,884.0% | +1,470.1% |
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 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