+45.2%
WAB vs DRI
+31.8%
+13.4%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +4.0% | +4.2% | -0.2% | +3.1% |
| 30D | +6.3% | +15.7% | -9.4% | +3.1% |
| 3M | +3.3% | +5.8% | -2.5% | +2.0% |
| 6M | +14.5% | +18.4% | -4.0% | +9.0% |
| YTD | +42.7% | +28.2% | +14.5% | +29.2% |
| 1Y | +45.2% | +35.9% | +9.3% | +26.4% |
| All | +45.2% | +31.8% | +13.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling