+4,398.0%
WAB vs RRC
+1,010.2%
+3,387.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.0% | +0.9% |
| 7D | +4.0% | -5.2% | +9.2% | +5.0% |
| 30D | +6.3% | +25.2% | -18.9% | +1.7% |
| 3M | +3.3% | +27.4% | -24.1% | -1.6% |
| 6M | +14.5% | +27.0% | -12.5% | +8.7% |
| YTD | +42.7% | +46.3% | -3.6% | +31.5% |
| 1Y | +45.2% | +37.1% | +8.1% | +35.2% |
| 3Y | +173.8% | +60.2% | +113.6% | +144.7% |
| 5Y | +223.8% | +136.6% | +87.1% | +158.3% |
| 10Y | +280.5% | +68.8% | +211.7% | +173.3% |
| All | +4,398.0% | +1,010.2% | +3,387.8% | +2,487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling