+4,408.2%
WAB vs DRI
+6,527.3%
-2,119.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.1% | -0.7% | +3.8% | +3.4% |
| 30D | +6.4% | +14.7% | -8.3% | +1.4% |
| 3M | +2.2% | +5.4% | -3.3% | -0.1% |
| 6M | +13.7% | +18.8% | -5.1% | +6.3% |
| YTD | +43.0% | +28.4% | +14.6% | +29.7% |
| 1Y | +47.0% | +37.7% | +9.3% | +30.0% |
| 3Y | +174.4% | +68.0% | +106.4% | +122.4% |
| 5Y | +222.2% | +78.8% | +143.4% | +153.1% |
| 10Y | +276.9% | +334.2% | -57.3% | +104.0% |
| All | +4,408.2% | +6,527.3% | -2,119.1% | +1,092.5% |
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