+4,398.0%
WAB vs SPY
+2,296.5%
+2,101.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | +4.0% | -0.6% | +4.6% | +4.7% |
| 30D | +6.3% | -3.7% | +10.0% | +10.5% |
| 3M | +3.3% | -2.7% | +6.0% | +6.3% |
| 6M | +14.5% | +2.2% | +12.3% | +12.0% |
| YTD | +42.7% | +10.8% | +31.8% | +28.9% |
| 1Y | +45.2% | +11.2% | +34.0% | +30.8% |
| 3Y | +173.8% | +76.5% | +97.3% | +56.8% |
| 5Y | +223.8% | +72.9% | +150.8% | +88.9% |
| 10Y | +280.5% | +304.8% | -24.3% | -0.9% |
| All | +4,398.0% | +2,296.5% | +2,101.5% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling