+200.2%
WAB vs DRI
+74.0%
+126.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +1.4% | +2.8% | -1.4% | +0.4% |
| 30D | +0.4% | +13.3% | -12.8% | -4.2% |
| 3M | -3.8% | +8.2% | -12.0% | -7.1% |
| 6M | +5.1% | +17.5% | -12.5% | -2.1% |
| YTD | +33.3% | +26.9% | +6.4% | +19.8% |
| 1Y | +39.8% | +31.6% | +8.3% | +23.6% |
| 3Y | +161.1% | +67.0% | +94.1% | +101.9% |
| All | +200.2% | +74.0% | +126.2% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling