+170.9%
WAB vs RRC
+32.7%
+138.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | -2.4% | +9.4% | -11.9% | -4.1% |
| 3M | +9.7% | +7.4% | +2.3% | +7.9% |
| 6M | +16.5% | +1.5% | +15.0% | +15.4% |
| YTD | +33.7% | +19.4% | +14.3% | +26.8% |
| 1Y | +49.7% | +24.2% | +25.5% | +39.4% |
| 3Y | +170.9% | +32.8% | +138.1% | +149.6% |
| All | +170.9% | +32.7% | +138.2% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling