+48.1%
WAB vs RNG
+128.1%
-80.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +0.1% | -6.1% | +6.2% | 0.0% |
| 30D | -4.1% | +9.6% | -13.7% | -4.0% |
| 3M | +8.2% | +83.3% | -75.2% | +9.2% |
| 6M | +15.4% | +77.9% | -62.5% | +15.9% |
| YTD | +33.1% | +139.9% | -106.8% | +30.2% |
| 1Y | +48.1% | +121.7% | -73.6% | +45.0% |
| All | +48.1% | +128.1% | -80.0% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling