+4,115.8%
WAB vs RRX
+1,743.9%
+2,371.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.3% |
| 7D | +1.7% | +4.3% | -2.6% | -0.3% |
| 30D | -2.4% | -8.0% | +5.6% | +1.2% |
| 3M | +9.7% | -22.0% | +31.7% | +20.5% |
| 6M | +16.5% | -11.9% | +28.4% | +19.4% |
| YTD | +33.7% | +17.1% | +16.6% | +18.7% |
| 1Y | +49.7% | +14.9% | +34.8% | +32.8% |
| 3Y | +170.9% | +6.9% | +164.0% | +130.3% |
| 5Y | +228.0% | +19.6% | +208.5% | +156.3% |
| 10Y | +284.8% | +215.9% | +68.9% | +87.4% |
| All | +4,115.8% | +1,743.9% | +2,371.9% | +1,003.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling