+3,698.2%
WAB vs RL
+1,476.5%
+2,221.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 6M | +5.1% | +1.7% | +3.4% | +3.3% |
| YTD | +33.3% | +7.3% | +26.0% | +28.2% |
| 1Y | +39.8% | +20.8% | +19.0% | +29.0% |
| 3Y | +161.1% | +247.0% | -85.9% | +62.8% |
| 5Y | +209.5% | +225.5% | -16.0% | +92.3% |
| 10Y | +293.8% | +363.0% | -69.2% | +103.2% |
| All | +3,698.2% | +1,476.5% | +2,221.7% | +1,327.8% |
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