+222.3%
WAB vs RRX
+14.8%
+207.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.6% |
| 7D | -0.2% | -3.7% | +3.5% | +1.1% |
| 30D | -5.9% | -9.3% | +3.4% | -2.7% |
| 3M | +9.4% | -21.8% | +31.2% | +17.4% |
| 6M | +13.8% | -22.0% | +35.8% | +21.2% |
| YTD | +31.8% | +11.9% | +19.8% | +22.2% |
| 1Y | +48.5% | +11.6% | +36.9% | +37.0% |
| 3Y | +167.0% | +2.2% | +164.8% | +144.4% |
| 5Y | +222.3% | +14.9% | +207.5% | +175.6% |
| All | +222.3% | +14.8% | +207.6% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling