+292.2%
WAB vs RRX
+228.4%
+63.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.7% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | -4.1% | -6.1% | +2.1% | -1.3% |
| 3M | +8.2% | -23.1% | +31.2% | +19.9% |
| 6M | +15.4% | -19.5% | +34.9% | +23.4% |
| YTD | +33.1% | +16.1% | +17.1% | +16.8% |
| 1Y | +48.1% | +12.9% | +35.1% | +30.4% |
| 3Y | +167.7% | +7.9% | +159.8% | +121.2% |
| 5Y | +225.7% | +19.1% | +206.6% | +139.9% |
| All | +292.2% | +228.4% | +63.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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