+285.3%
WAB vs FIVE
+596.6%
-311.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +3.7% |
| 7D | +4.0% | +6.2% | -2.2% | +2.4% |
| 30D | +4.5% | +18.2% | -13.7% | 0.0% |
| 3M | +2.3% | +3.8% | -1.6% | +0.9% |
| 6M | +12.5% | +13.7% | -1.3% | +7.4% |
| YTD | +40.2% | +34.7% | +5.5% | +27.5% |
| 1Y | +45.2% | +66.6% | -21.4% | +24.7% |
| 3Y | +171.8% | +44.3% | +127.5% | +126.6% |
| 5Y | +217.6% | +18.8% | +198.8% | +169.6% |
| 10Y | +285.3% | +569.2% | -283.9% | +103.8% |
| All | +285.3% | +596.6% | -311.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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