+386.6%
WAB vs RNG
+309.1%
+77.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +1.1% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | -2.4% | +11.4% | -13.8% | -3.7% |
| 3M | +9.7% | +72.1% | -62.4% | +2.2% |
| 6M | +16.5% | +67.9% | -51.4% | +8.0% |
| YTD | +33.7% | +144.3% | -110.6% | +16.8% |
| 1Y | +49.7% | +117.5% | -67.9% | +32.4% |
| 3Y | +170.9% | +123.9% | +47.1% | +132.9% |
| 5Y | +228.0% | -70.1% | +298.1% | +238.2% |
| 10Y | +284.8% | +215.9% | +68.9% | +137.2% |
| All | +386.6% | +309.1% | +77.5% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling