+228.0%
WAB vs Z
-67.0%
+295.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +1.5% |
| 7D | +1.7% | -3.3% | +4.9% | +2.1% |
| 30D | -2.4% | -3.7% | +1.3% | -2.1% |
| 3M | +9.7% | -7.0% | +16.7% | +10.2% |
| 6M | +16.5% | -29.5% | +46.0% | +21.6% |
| YTD | +33.7% | -52.6% | +86.3% | +47.7% |
| 1Y | +49.7% | -64.0% | +113.7% | +72.3% |
| 3Y | +170.9% | -36.4% | +207.4% | +179.2% |
| 5Y | +228.0% | -65.8% | +293.8% | +220.9% |
| All | +228.0% | -67.0% | +295.0% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling