+261.5%
WAB vs Z
-16.5%
+277.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.4% |
| 7D | +5.1% | +0.8% | +4.2% | +4.9% |
| 30D | +4.0% | +5.2% | -1.2% | +2.6% |
| 3M | +0.1% | -17.0% | +17.1% | +2.4% |
| 6M | +12.8% | -22.7% | +35.4% | +16.1% |
| YTD | +40.1% | -56.3% | +96.4% | +58.2% |
| 1Y | +46.4% | -57.7% | +104.0% | +66.0% |
| 3Y | +167.4% | -16.5% | +183.9% | +159.4% |
| 5Y | +215.0% | -53.4% | +268.4% | +223.9% |
| All | +261.5% | -16.5% | +277.9% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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