+264.6%
WAB vs RL
+342.1%
-77.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +7.9% | +2.4% | +5.5% | +7.0% |
| 30D | +4.9% | +4.6% | +0.3% | +3.1% |
| 3M | +1.8% | -1.1% | +2.9% | +2.0% |
| 6M | +12.0% | +16.5% | -4.6% | +4.2% |
| YTD | +41.3% | +11.4% | +29.9% | +33.1% |
| 1Y | +43.8% | +16.1% | +27.7% | +33.1% |
| 3Y | +171.1% | +252.6% | -81.5% | +53.9% |
| 5Y | +217.7% | +244.9% | -27.1% | +75.7% |
| All | +264.6% | +342.1% | -77.6% | +74.4% |
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