+222.9%
WAB vs USFR
+20.4%
+202.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.2% | +0.1% | +0.2% | +0.4% |
| 30D | -4.6% | +0.3% | -4.8% | -3.9% |
| 3M | +5.6% | +1.0% | +4.7% | +8.3% |
| 6M | +13.8% | +1.9% | +11.9% | +19.1% |
| YTD | +31.9% | +2.7% | +29.2% | +39.7% |
| 1Y | +48.3% | +4.0% | +44.3% | +60.3% |
| 3Y | +167.1% | +14.0% | +153.1% | +247.7% |
| 5Y | +222.9% | +20.4% | +202.5% | +363.4% |
| All | +222.9% | +20.4% | +202.5% | +363.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling