+3,688.5%
WAB vs RL
+1,366.2%
+2,322.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -3.2% | -0.8% | -2.4% | -2.9% |
| 30D | -4.4% | -7.8% | +3.3% | -1.9% |
| 3M | +7.9% | -4.0% | +11.9% | +8.9% |
| 6M | +8.7% | -1.9% | +10.6% | +8.2% |
| YTD | +33.0% | -0.2% | +33.1% | +31.3% |
| 1Y | +46.7% | +10.7% | +36.0% | +39.4% |
| 3Y | +153.0% | +210.8% | -57.8% | +63.9% |
| 5Y | +222.3% | +238.2% | -16.0% | +97.2% |
| 10Y | +291.0% | +313.4% | -22.4% | +109.6% |
| All | +3,688.5% | +1,366.2% | +2,322.3% | +1,361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling