+4,092.2%
WAB vs SPY
+2,355.1%
+1,737.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -4.4% | +0.1% | -4.5% | -4.5% |
| 3M | +7.9% | +2.0% | +5.9% | +5.6% |
| 6M | +8.7% | +13.0% | -4.3% | -3.7% |
| YTD | +33.0% | +13.5% | +19.4% | +17.2% |
| 1Y | +46.7% | +20.0% | +26.7% | +22.5% |
| 3Y | +153.0% | +77.2% | +75.8% | +44.1% |
| 5Y | +222.3% | +81.9% | +140.4% | +78.8% |
| 10Y | +291.0% | +314.1% | -23.1% | -0.5% |
| All | +4,092.2% | +2,355.1% | +1,737.1% | +195.9% |
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