+288.2%
WAB vs USFR
+28.0%
+260.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -5.9% | +0.3% | -6.2% | -6.4% |
| 3M | +9.4% | +1.0% | +8.4% | +7.7% |
| 6M | +13.8% | +1.9% | +11.9% | +10.2% |
| YTD | +31.8% | +2.7% | +29.1% | +25.9% |
| 1Y | +48.5% | +4.0% | +44.5% | +38.7% |
| 3Y | +167.0% | +14.1% | +152.9% | +110.5% |
| 5Y | +222.3% | +20.5% | +201.8% | +126.5% |
| All | +288.2% | +28.0% | +260.1% | +145.7% |
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