+689.1%
WAB vs FIVE
+868.1%
-179.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.5% |
| 7D | -3.2% | +4.3% | -7.5% | -4.2% |
| 30D | -4.4% | +12.5% | -16.9% | -7.3% |
| 3M | +7.9% | +31.2% | -23.4% | +0.8% |
| 6M | +8.7% | +14.4% | -5.7% | +4.2% |
| YTD | +33.0% | +33.9% | -0.9% | +22.6% |
| 1Y | +46.7% | +65.1% | -18.4% | +28.3% |
| 3Y | +153.0% | +49.0% | +104.0% | +112.9% |
| 5Y | +222.3% | +30.3% | +192.0% | +170.9% |
| 10Y | +291.0% | +481.1% | -190.1% | +131.6% |
| All | +689.1% | +868.1% | -179.0% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling