+222.3%
WAB vs RNG
-70.1%
+292.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.2% | -9.6% | +9.4% | +0.8% |
| 30D | -5.9% | +8.8% | -14.7% | -6.8% |
| 3M | +9.4% | +78.6% | -69.3% | +2.0% |
| 6M | +13.8% | +70.3% | -56.4% | +5.8% |
| YTD | +31.8% | +140.3% | -108.6% | +15.6% |
| 1Y | +48.5% | +126.6% | -78.1% | +31.1% |
| 3Y | +167.0% | +120.2% | +46.7% | +130.0% |
| 5Y | +222.3% | -68.3% | +290.6% | +210.1% |
| All | +222.3% | -70.1% | +292.4% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling