+161.1%
WAB vs DRI
+66.4%
+94.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +1.4% | +2.8% | -1.4% | +0.7% |
| 30D | +0.4% | +13.3% | -12.8% | -2.8% |
| 3M | -3.8% | +8.2% | -12.0% | -6.0% |
| 6M | +5.1% | +17.5% | -12.5% | +0.1% |
| YTD | +33.3% | +26.9% | +6.4% | +23.8% |
| 1Y | +39.8% | +31.6% | +8.3% | +28.4% |
| 3Y | +161.1% | +67.0% | +94.1% | +111.6% |
| All | +161.1% | +66.4% | +94.6% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling