+295.5%
WAB vs CPB
-44.5%
+340.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | +1.7% | -8.2% | +9.9% | +2.2% |
| 30D | -2.4% | -5.6% | +3.2% | -2.1% |
| 3M | +9.7% | +3.0% | +6.7% | +9.2% |
| 6M | +16.5% | -12.7% | +29.2% | +17.5% |
| YTD | +33.7% | -18.0% | +51.7% | +35.5% |
| 1Y | +49.7% | -31.7% | +81.4% | +54.1% |
| 3Y | +170.9% | -41.0% | +211.9% | +180.5% |
| 5Y | +228.0% | -38.4% | +266.4% | +238.3% |
| All | +295.5% | -44.5% | +340.0% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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