+171.8%
WAB vs RRC
+51.7%
+120.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +5.1% |
| 7D | +4.0% | -10.3% | +14.3% | +5.9% |
| 30D | +4.5% | +19.5% | -15.0% | +0.7% |
| 3M | +2.3% | +27.9% | -25.6% | -2.9% |
| 6M | +12.5% | +21.2% | -8.7% | +7.7% |
| YTD | +40.2% | +39.6% | +0.6% | +28.2% |
| 1Y | +45.2% | +31.3% | +13.9% | +34.7% |
| 3Y | +171.8% | +51.9% | +119.9% | +143.9% |
| All | +171.8% | +51.7% | +120.1% | +143.9% |
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