+276.9%
WAB vs WWD
+468.3%
-191.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | +3.1% | +3.7% | -0.6% | +1.3% |
| 30D | +6.4% | +1.8% | +4.6% | +5.4% |
| 3M | +2.2% | -5.0% | +7.1% | +4.4% |
| 6M | +13.7% | -8.4% | +22.1% | +17.3% |
| YTD | +43.0% | +12.3% | +30.7% | +31.4% |
| 1Y | +47.0% | +26.2% | +20.7% | +26.4% |
| 3Y | +174.4% | +154.6% | +19.8% | +58.2% |
| 5Y | +222.2% | +195.3% | +26.9% | +66.5% |
| 10Y | +276.9% | +466.3% | -189.4% | +38.4% |
| All | +276.9% | +468.3% | -191.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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