+4,319.4%
WAB vs DRI
+6,551.3%
-2,231.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.6% |
| 7D | +4.0% | +3.1% | +0.9% | +2.9% |
| 30D | +4.5% | +16.2% | -11.8% | -0.9% |
| 3M | +2.3% | +8.4% | -6.1% | -0.9% |
| 6M | +12.5% | +19.0% | -6.5% | +5.1% |
| YTD | +40.2% | +28.8% | +11.4% | +26.9% |
| 1Y | +45.2% | +33.1% | +12.1% | +29.9% |
| 3Y | +171.8% | +70.8% | +101.0% | +119.0% |
| 5Y | +217.6% | +74.2% | +143.4% | +151.7% |
| 10Y | +285.3% | +345.5% | -60.2% | +106.8% |
| All | +4,319.4% | +6,551.3% | -2,231.9% | +1,067.6% |
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 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