+284.8%
WAB vs RL
+304.3%
-19.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +1.7% | +1.9% | -0.2% | +0.9% |
| 30D | -2.4% | -12.2% | +9.8% | +2.5% |
| 3M | +9.7% | -6.6% | +16.3% | +12.0% |
| 6M | +16.5% | +3.2% | +13.4% | +13.5% |
| YTD | +33.7% | -1.3% | +35.0% | +32.2% |
| 1Y | +49.7% | +13.6% | +36.1% | +39.5% |
| 3Y | +170.9% | +210.9% | -39.9% | +61.2% |
| 5Y | +228.0% | +246.9% | -18.8% | +79.1% |
| 10Y | +284.8% | +310.1% | -25.3% | +89.0% |
| All | +284.8% | +304.3% | -19.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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