+4,092.2%
WAB vs WY
+294.0%
+3,798.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -3.2% | -1.7% | -1.5% | -2.4% |
| 30D | -4.4% | -10.1% | +5.7% | +0.2% |
| 3M | +7.9% | -5.1% | +13.0% | +10.0% |
| 6M | +8.7% | -4.8% | +13.5% | +10.6% |
| YTD | +33.0% | -0.2% | +33.2% | +31.9% |
| 1Y | +46.7% | -6.6% | +53.3% | +49.5% |
| 3Y | +153.0% | -22.7% | +175.7% | +176.0% |
| 5Y | +222.3% | -22.2% | +244.5% | +246.6% |
| 10Y | +291.0% | +7.3% | +283.7% | +238.0% |
| All | +4,092.2% | +294.0% | +3,798.3% | +1,931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling