+261.5%
WAB vs WU
-38.9%
+300.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.4% |
| 7D | +5.1% | -2.0% | +7.1% | +5.9% |
| 30D | +4.0% | +11.4% | -7.4% | -0.8% |
| 3M | +0.1% | -6.8% | +6.9% | +2.1% |
| 6M | +12.8% | -14.6% | +27.4% | +17.1% |
| YTD | +40.1% | -20.6% | +60.7% | +48.8% |
| 1Y | +46.4% | -15.4% | +61.7% | +50.7% |
| 3Y | +167.4% | -23.6% | +191.0% | +178.7% |
| 5Y | +215.0% | -43.4% | +258.4% | +271.7% |
| All | +261.5% | -38.9% | +300.4% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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