+261.5%
WAB vs DD
+97.1%
+164.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.5% |
| 7D | +5.1% | +5.0% | +0.1% | +2.3% |
| 30D | +4.0% | +19.7% | -15.7% | -6.0% |
| 3M | +0.1% | +7.2% | -7.1% | -4.0% |
| 6M | +12.8% | +1.0% | +11.7% | +11.4% |
| YTD | +40.1% | +29.1% | +11.0% | +19.7% |
| 1Y | +46.4% | +28.5% | +17.9% | +25.3% |
| 3Y | +167.4% | +89.4% | +77.9% | +75.7% |
| 5Y | +215.0% | +67.1% | +147.9% | +118.4% |
| All | +261.5% | +97.1% | +164.4% | +103.1% |
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