+261.5%
WAB vs USFR
+28.6%
+232.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +4.0% | +0.4% | +3.6% | +3.4% |
| 3M | +0.1% | +1.1% | -1.0% | -1.6% |
| 6M | +12.8% | +2.0% | +10.8% | +9.1% |
| YTD | +40.1% | +3.5% | +36.6% | +32.3% |
| 1Y | +46.4% | +4.1% | +42.3% | +36.8% |
| 3Y | +167.4% | +14.4% | +153.0% | +111.2% |
| 5Y | +215.0% | +21.4% | +193.6% | +120.3% |
| All | +261.5% | +28.6% | +232.9% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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