+200.2%
WAB vs RL
+226.8%
-26.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +1.4% | -4.2% | +5.6% | +2.9% |
| 30D | +0.4% | +4.3% | -3.9% | -1.1% |
| 3M | -3.8% | -4.6% | +0.8% | -2.5% |
| 6M | +5.1% | +1.7% | +3.4% | +3.3% |
| YTD | +33.3% | +7.3% | +26.0% | +28.0% |
| 1Y | +39.8% | +20.8% | +19.0% | +28.5% |
| 3Y | +161.1% | +247.0% | -85.9% | +54.0% |
| All | +200.2% | +226.8% | -26.7% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling