+272.7%
WAB vs S
-51.7%
+324.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +5.1% | +2.0% | +3.1% | +4.9% |
| 30D | +4.0% | -2.7% | +6.7% | +4.1% |
| 3M | +0.1% | -6.9% | +7.0% | +0.3% |
| 6M | +12.8% | +38.1% | -25.3% | +8.5% |
| YTD | +40.1% | +48.0% | -7.9% | +33.0% |
| 1Y | +46.4% | +34.5% | +11.9% | +40.2% |
| 3Y | +167.4% | +38.3% | +129.1% | +152.7% |
| 5Y | +215.0% | -70.9% | +285.9% | +206.2% |
| All | +272.7% | -51.7% | +324.4% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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