+261.5%
WAB vs DRI
+331.7%
-70.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.1% | +1.1% | +4.0% | +4.6% |
| 30D | +4.0% | +9.7% | -5.7% | +0.1% |
| 3M | +0.1% | +3.2% | -3.1% | -1.6% |
| 6M | +12.8% | +20.6% | -7.8% | +3.5% |
| YTD | +40.1% | +28.3% | +11.8% | +24.6% |
| 1Y | +46.4% | +34.5% | +11.8% | +27.6% |
| 3Y | +167.4% | +66.5% | +100.8% | +107.9% |
| 5Y | +215.0% | +79.6% | +135.4% | +133.5% |
| All | +261.5% | +331.7% | -70.3% | +78.1% |
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