+46.4%
WAB vs DAR
+61.9%
-15.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | +5.1% | +11.6% | -6.5% | +3.8% |
| 30D | +4.0% | -10.2% | +14.2% | +4.7% |
| 3M | +0.1% | -14.8% | +14.9% | +1.1% |
| 6M | +12.8% | -10.1% | +22.9% | +13.3% |
| YTD | +40.1% | +55.5% | -15.5% | +20.6% |
| 1Y | +46.4% | +61.7% | -15.3% | +24.7% |
| All | +46.4% | +61.9% | -15.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling