+222.9%
WAB vs SPXU
-85.9%
+308.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.9% |
| 7D | +0.2% | +1.3% | -1.0% | +0.7% |
| 30D | -4.6% | +5.1% | -9.7% | -2.8% |
| 3M | +5.6% | -9.1% | +14.8% | +3.0% |
| 6M | +13.8% | -29.6% | +43.4% | +2.8% |
| YTD | +31.9% | -27.7% | +59.5% | +20.8% |
| 1Y | +48.3% | -37.0% | +85.2% | +30.8% |
| 3Y | +167.1% | -80.2% | +247.3% | +78.4% |
| 5Y | +222.9% | -86.0% | +308.9% | +122.1% |
| All | +222.9% | -85.9% | +308.7% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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