+346.2%
WAB vs USFR
+28.6%
+317.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +0.1% | +1.1% | -1.0% | -0.5% |
| 6M | +12.8% | +2.0% | +10.8% | +11.4% |
| YTD | +40.1% | +3.5% | +36.6% | +37.1% |
| 1Y | +46.4% | +4.1% | +42.3% | +42.7% |
| 3Y | +167.4% | +14.4% | +153.0% | +145.5% |
| 5Y | +215.0% | +21.4% | +193.6% | +177.9% |
| 10Y | +269.2% | +28.6% | +240.6% | +217.3% |
| All | +346.2% | +28.6% | +317.6% | +282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling