+279.6%
WAB vs S
-49.1%
+328.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +4.0% | +1.4% | +2.6% | +3.9% |
| 30D | +6.3% | -10.8% | +17.1% | +7.2% |
| 3M | +3.3% | +5.4% | -2.1% | +2.3% |
| 6M | +14.5% | +41.2% | -26.8% | +9.9% |
| YTD | +42.7% | +56.2% | -13.5% | +34.8% |
| 1Y | +45.2% | +36.3% | +8.9% | +39.0% |
| 3Y | +173.8% | +49.4% | +124.3% | +157.0% |
| 5Y | +223.8% | -66.9% | +290.6% | +213.8% |
| All | +279.6% | -49.1% | +328.7% | +278.8% |
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