+222.3%
WAB vs WY
-22.3%
+244.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.2% |
| 7D | -0.2% | -3.7% | +3.5% | +1.5% |
| 30D | -5.9% | -11.3% | +5.4% | -0.6% |
| 3M | +9.4% | -8.1% | +17.5% | +13.2% |
| 6M | +13.8% | -7.4% | +21.3% | +17.3% |
| YTD | +31.8% | -4.7% | +36.5% | +33.3% |
| 1Y | +48.5% | -9.2% | +57.7% | +53.5% |
| 3Y | +167.0% | -24.7% | +191.7% | +194.6% |
| 5Y | +222.3% | -21.6% | +243.9% | +252.2% |
| All | +222.3% | -22.3% | +244.6% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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