+289.9%
WAB vs DAR
+364.6%
-74.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -4.6% | +7.4% | -12.0% | -7.2% |
| 3M | +5.6% | +15.7% | -10.0% | -0.5% |
| 6M | +13.8% | +30.0% | -16.2% | +2.3% |
| YTD | +31.9% | +87.5% | -55.7% | +3.7% |
| 1Y | +48.3% | +113.4% | -65.1% | +10.0% |
| 3Y | +167.1% | +15.3% | +151.8% | +137.4% |
| 5Y | +222.9% | -4.3% | +227.2% | +192.6% |
| 10Y | +289.9% | +380.2% | -90.2% | +61.0% |
| All | +289.9% | +364.6% | -74.7% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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