+228.0%
WAB vs DAR
-8.5%
+236.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.1% |
| 7D | +1.7% | -0.9% | +2.5% | +1.8% |
| 30D | -2.4% | +13.0% | -15.4% | -5.4% |
| 3M | +9.7% | +15.0% | -5.3% | +5.6% |
| 6M | +16.5% | +26.8% | -10.3% | +9.2% |
| YTD | +33.7% | +86.4% | -52.7% | +14.1% |
| 1Y | +49.7% | +115.1% | -65.4% | +22.5% |
| 3Y | +170.9% | +14.6% | +156.3% | +154.7% |
| 5Y | +228.0% | -8.8% | +236.8% | +213.9% |
| All | +228.0% | -8.5% | +236.6% | +213.9% |
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