+280.5%
WAB vs FIVE
+562.8%
-282.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | +7.3% | -3.3% | +2.1% |
| 30D | +6.3% | +18.1% | -11.7% | +1.8% |
| 3M | +3.3% | +7.7% | -4.4% | +0.9% |
| 6M | +14.5% | +13.6% | +0.9% | +9.4% |
| YTD | +42.7% | +34.6% | +8.1% | +29.8% |
| 1Y | +45.2% | +66.2% | -21.1% | +24.8% |
| 3Y | +173.8% | +43.5% | +130.3% | +128.6% |
| 5Y | +223.8% | +20.7% | +203.1% | +173.5% |
| 10Y | +280.5% | +541.5% | -261.0% | +105.0% |
| All | +280.5% | +562.8% | -282.3% | +105.0% |
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