+200.2%
WAB vs DAR
-41.1%
+241.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +1.4% | -9.9% | +11.4% | +3.8% |
| 30D | +0.4% | -16.4% | +16.8% | +4.3% |
| 3M | -3.8% | -17.1% | +13.2% | -0.3% |
| 6M | +5.1% | -20.5% | +25.6% | +9.7% |
| YTD | +33.3% | +39.4% | -6.1% | +21.1% |
| 1Y | +39.8% | +57.2% | -17.4% | +23.2% |
| 3Y | +161.1% | +13.9% | +147.2% | +139.0% |
| All | +200.2% | -41.1% | +241.2% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling