+219.0%
WAB vs FIVE
+16.7%
+202.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +5.1% | +2.7% | +2.4% | +4.5% |
| 30D | +4.0% | +12.7% | -8.7% | +1.5% |
| 3M | +0.1% | +2.1% | -2.0% | -0.6% |
| 6M | +12.8% | +17.5% | -4.7% | +8.2% |
| YTD | +40.1% | +31.0% | +9.1% | +30.9% |
| 1Y | +46.4% | +67.7% | -21.4% | +29.8% |
| 3Y | +167.4% | +43.4% | +124.0% | +133.7% |
| All | +219.0% | +16.7% | +202.2% | +184.9% |
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