+4,092.2%
WAB vs DRI
+6,127.4%
-2,035.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -4.4% | +3.8% | -8.3% | -5.8% |
| 3M | +7.9% | +13.0% | -5.2% | +2.9% |
| 6M | +8.7% | +8.3% | +0.4% | +5.1% |
| YTD | +33.0% | +20.6% | +12.4% | +23.5% |
| 1Y | +46.7% | +6.5% | +40.2% | +41.7% |
| 3Y | +153.0% | +53.7% | +99.3% | +111.9% |
| 5Y | +222.3% | +72.7% | +149.6% | +156.5% |
| 10Y | +291.0% | +363.2% | -72.2% | +108.3% |
| All | +4,092.2% | +6,127.4% | -2,035.2% | +1,036.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling