+43.8%
WAB vs DD
+29.4%
+14.4%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +7.9% | +6.7% | +1.2% | +4.8% |
| 30D | +4.9% | +19.4% | -14.5% | -3.2% |
| 3M | +1.8% | +7.6% | -5.8% | -1.5% |
| 6M | +12.0% | +2.9% | +9.1% | +10.4% |
| YTD | +41.3% | +29.9% | +11.4% | +22.1% |
| 1Y | +43.8% | +28.6% | +15.2% | +25.1% |
| All | +43.8% | +29.4% | +14.4% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling