+222.9%
WAB vs DD
+59.3%
+163.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.1% |
| 7D | +0.2% | -3.8% | +4.0% | +2.1% |
| 30D | -4.6% | -9.2% | +4.7% | 0.0% |
| 3M | +5.6% | -9.0% | +14.6% | +10.4% |
| 6M | +13.8% | -5.0% | +18.8% | +15.9% |
| YTD | +31.9% | +7.4% | +24.5% | +26.0% |
| 1Y | +48.3% | +35.1% | +13.1% | +25.6% |
| 3Y | +167.1% | +43.2% | +123.9% | +112.5% |
| 5Y | +222.9% | +59.6% | +163.2% | +136.2% |
| All | +222.9% | +59.3% | +163.5% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling