+4,092.2%
WAB vs DD
+755.2%
+3,337.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -3.2% | -3.5% | +0.3% | -1.6% |
| 30D | -4.4% | -10.3% | +5.9% | +0.4% |
| 3M | +7.9% | -7.5% | +15.4% | +11.6% |
| 6M | +8.7% | -8.0% | +16.7% | +12.4% |
| YTD | +33.0% | +10.5% | +22.5% | +26.0% |
| 1Y | +46.7% | +38.3% | +8.4% | +24.7% |
| 3Y | +153.0% | +42.5% | +110.5% | +106.6% |
| 5Y | +222.3% | +60.2% | +162.1% | +146.6% |
| 10Y | +291.0% | +68.9% | +222.1% | +180.1% |
| All | +4,092.2% | +755.2% | +3,337.0% | +1,197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling