+292.2%
WAB vs DVA
+187.8%
+104.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +0.1% | -1.3% | +1.5% | +0.4% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | +8.2% | -10.9% | +19.1% | +10.4% |
| 6M | +15.4% | +17.3% | -1.9% | +8.7% |
| YTD | +33.1% | +59.8% | -26.7% | +14.4% |
| 1Y | +48.1% | +36.3% | +11.8% | +32.6% |
| 3Y | +167.7% | +88.6% | +79.1% | +112.8% |
| 5Y | +225.7% | +47.5% | +178.2% | +170.9% |
| All | +292.2% | +187.8% | +104.4% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling