+289.9%
WAB vs SPY
+312.5%
-22.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.6% |
| 30D | -4.6% | -1.4% | -3.2% | -3.2% |
| 3M | +5.6% | +3.7% | +1.9% | +1.5% |
| 6M | +13.8% | +13.0% | +0.8% | -0.2% |
| YTD | +31.9% | +12.4% | +19.5% | +16.2% |
| 1Y | +48.3% | +18.5% | +29.7% | +23.5% |
| 3Y | +167.1% | +77.6% | +89.5% | +44.3% |
| 5Y | +222.9% | +81.7% | +141.2% | +69.7% |
| 10Y | +289.9% | +319.7% | -29.7% | -18.0% |
| All | +289.9% | +312.5% | -22.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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