+227.9%
WAB vs FIVE
+31.2%
+196.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.3% |
| 7D | -3.2% | +4.3% | -7.5% | -4.0% |
| 30D | -4.4% | +12.5% | -16.9% | -6.9% |
| 3M | +7.9% | +31.2% | -23.4% | +1.6% |
| 6M | +8.7% | +14.4% | -5.7% | +4.8% |
| YTD | +33.0% | +33.9% | -0.9% | +23.9% |
| 1Y | +46.7% | +65.1% | -18.4% | +30.5% |
| 3Y | +153.0% | +49.0% | +104.0% | +119.1% |
| All | +227.9% | +31.2% | +196.6% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling