+167.7%
WAB vs RRX
+5.4%
+162.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | 0.0% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | -4.1% | -6.1% | +2.1% | -2.4% |
| 3M | +8.2% | -23.1% | +31.2% | +15.4% |
| 6M | +15.4% | -19.5% | +34.9% | +20.6% |
| YTD | +33.1% | +16.1% | +17.1% | +24.9% |
| 1Y | +48.1% | +12.9% | +35.1% | +39.3% |
| 3Y | +167.7% | +7.9% | +159.8% | +165.2% |
| All | +167.7% | +5.4% | +162.4% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling