+7,086.7%
WAB vs DVA
+5,194.7%
+1,892.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -3.2% | +1.8% | -5.0% | -3.5% |
| 30D | -4.4% | -2.5% | -1.9% | -4.1% |
| 3M | +7.9% | -4.3% | +12.1% | +8.1% |
| 6M | +8.7% | +18.9% | -10.2% | +4.5% |
| YTD | +33.0% | +61.9% | -29.0% | +20.5% |
| 1Y | +46.7% | +35.7% | +10.9% | +36.8% |
| 3Y | +153.0% | +78.6% | +74.3% | +121.9% |
| 5Y | +222.3% | +39.2% | +183.1% | +189.0% |
| 10Y | +291.0% | +184.0% | +107.0% | +206.4% |
| All | +7,086.7% | +5,194.7% | +1,892.0% | +4,586.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling