+292.2%
WAB vs RNG
+222.9%
+69.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +0.1% | -6.1% | +6.2% | +0.7% |
| 30D | -4.1% | +9.6% | -13.7% | -5.0% |
| 3M | +8.2% | +83.3% | -75.2% | +1.1% |
| 6M | +15.4% | +77.9% | -62.5% | +7.3% |
| YTD | +33.1% | +139.9% | -106.8% | +18.3% |
| 1Y | +48.1% | +121.7% | -73.6% | +32.5% |
| 3Y | +167.7% | +121.9% | +45.9% | +134.3% |
| 5Y | +225.7% | -68.4% | +294.1% | +225.4% |
| All | +292.2% | +222.9% | +69.4% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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