+280.5%
WAB vs RL
+369.1%
-88.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +4.0% | +1.3% | +2.7% | +3.5% |
| 30D | +6.3% | +7.6% | -1.3% | +3.3% |
| 3M | +3.3% | -1.5% | +4.8% | +3.6% |
| 6M | +14.5% | +12.1% | +2.4% | +8.1% |
| YTD | +42.7% | +13.9% | +28.8% | +33.2% |
| 1Y | +45.2% | +20.7% | +24.5% | +32.4% |
| 3Y | +173.8% | +260.6% | -86.8% | +54.1% |
| 5Y | +223.8% | +248.9% | -25.1% | +78.3% |
| 10Y | +280.5% | +355.9% | -75.4% | +80.9% |
| All | +280.5% | +369.1% | -88.6% | +80.9% |
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