+295.5%
WAB vs DRI
+355.9%
-60.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | +1.7% | -1.2% | +2.9% | +2.1% |
| 30D | -2.4% | -0.4% | -2.0% | -2.5% |
| 3M | +9.7% | +9.5% | +0.2% | +5.1% |
| 6M | +16.5% | +6.5% | +10.1% | +12.6% |
| YTD | +33.7% | +18.4% | +15.3% | +23.3% |
| 1Y | +49.7% | +4.2% | +45.5% | +44.8% |
| 3Y | +170.9% | +57.1% | +113.9% | +115.9% |
| 5Y | +228.0% | +70.4% | +157.6% | +148.2% |
| All | +295.5% | +355.9% | -60.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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