+288.4%
WAB vs DD
+67.8%
+220.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | 0.0% |
| 7D | +0.2% | -3.8% | +4.0% | +2.4% |
| 30D | -4.6% | -9.2% | +4.7% | +0.6% |
| 3M | +5.6% | -9.0% | +14.6% | +11.0% |
| 6M | +13.8% | -5.0% | +18.8% | +16.1% |
| YTD | +31.9% | +7.4% | +24.5% | +25.1% |
| 1Y | +48.3% | +35.1% | +13.1% | +22.8% |
| 3Y | +167.1% | +43.2% | +123.9% | +105.8% |
| 5Y | +222.9% | +59.6% | +163.2% | +127.6% |
| All | +288.4% | +67.8% | +220.6% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling