+173.8%
WAB vs DD
+94.8%
+79.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | +4.0% | +2.2% | +1.8% | +3.1% |
| 30D | +6.3% | +20.7% | -14.3% | -1.7% |
| 3M | +3.3% | +11.3% | -8.0% | -1.4% |
| 6M | +14.5% | +6.0% | +8.5% | +11.3% |
| YTD | +42.7% | +31.7% | +11.0% | +26.5% |
| 1Y | +45.2% | +32.2% | +13.0% | +28.5% |
| 3Y | +173.8% | +92.7% | +81.1% | +100.2% |
| All | +173.8% | +94.8% | +79.0% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling