+288.2%
WAB vs DD
+67.0%
+221.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -0.2% | -2.9% | +2.7% | +1.4% |
| 30D | -5.9% | -11.5% | +5.6% | +0.6% |
| 3M | +9.4% | -5.4% | +14.8% | +12.4% |
| 6M | +13.8% | -6.9% | +20.7% | +17.5% |
| YTD | +31.8% | +6.9% | +24.9% | +25.3% |
| 1Y | +48.5% | +35.6% | +12.9% | +22.7% |
| 3Y | +167.0% | +42.5% | +124.4% | +106.1% |
| 5Y | +222.3% | +58.5% | +163.9% | +128.2% |
| All | +288.2% | +67.0% | +221.1% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling