+261.5%
WAB vs RRC
+73.1%
+188.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | +5.1% | +6.4% | -1.3% | +3.9% |
| 30D | +4.0% | +23.9% | -19.9% | -0.2% |
| 3M | +0.1% | +30.2% | -30.1% | -4.9% |
| 6M | +12.8% | +26.3% | -13.5% | +7.4% |
| YTD | +40.1% | +48.1% | -8.0% | +28.9% |
| 1Y | +46.4% | +37.7% | +8.7% | +36.3% |
| 3Y | +167.4% | +60.3% | +107.1% | +139.3% |
| 5Y | +215.0% | +135.3% | +79.7% | +153.0% |
| All | +261.5% | +73.1% | +188.4% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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