+7,127.1%
WAB vs DVA
+5,081.6%
+2,045.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +1.7% | +2.2% | -0.6% | +1.3% |
| 30D | -2.4% | -2.0% | -0.4% | -2.1% |
| 3M | +9.7% | -6.3% | +15.9% | +10.3% |
| 6M | +16.5% | +19.4% | -2.9% | +11.9% |
| YTD | +33.7% | +58.5% | -24.8% | +21.6% |
| 1Y | +49.7% | +33.9% | +15.8% | +40.0% |
| 3Y | +170.9% | +88.4% | +82.5% | +135.4% |
| 5Y | +228.0% | +39.5% | +188.5% | +194.0% |
| 10Y | +284.8% | +179.5% | +105.3% | +202.4% |
| All | +7,127.1% | +5,081.6% | +2,045.5% | +4,629.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DVA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling