+161.1%
WAB vs FIVE
+34.8%
+126.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +0.4% | +17.7% | -17.2% | -2.0% |
| 3M | -3.8% | +4.0% | -7.8% | -4.6% |
| 6M | +5.1% | +2.6% | +2.5% | +4.0% |
| YTD | +33.3% | +27.6% | +5.7% | +27.4% |
| 1Y | +39.8% | +59.9% | -20.1% | +29.2% |
| 3Y | +161.1% | +35.8% | +125.3% | +116.4% |
| All | +161.1% | +34.8% | +126.2% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling