+323.6%
WAB vs USFR
+27.5%
+296.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.4% | +0.3% | -4.7% | -4.6% |
| 3M | +7.9% | +1.0% | +6.9% | +7.2% |
| 6M | +8.7% | +1.9% | +6.8% | +7.4% |
| YTD | +33.0% | +2.6% | +30.4% | +30.8% |
| 1Y | +46.7% | +4.0% | +42.6% | +43.1% |
| 3Y | +153.0% | +14.1% | +138.9% | +132.6% |
| 5Y | +222.3% | +20.4% | +201.9% | +185.8% |
| 10Y | +291.0% | +28.0% | +263.0% | +237.3% |
| All | +323.6% | +27.5% | +296.1% | +264.6% |
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