+231.8%
WAT vs WAB
+288.7%
-57.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.9% |
| 7D | +3.4% | +4.0% | -0.6% | +1.9% |
| 30D | +9.6% | +6.3% | +3.3% | +7.1% |
| 3M | +15.5% | +3.3% | +12.2% | +13.9% |
| 6M | +33.9% | +14.5% | +19.4% | +26.7% |
| YTD | +25.2% | +42.7% | -17.5% | +9.1% |
| 1Y | +26.3% | +45.2% | -18.9% | +9.3% |
| 3Y | +85.8% | +173.8% | -88.0% | +28.0% |
| 5Y | +35.3% | +223.8% | -188.5% | -12.6% |
| 10Y | +231.8% | +280.5% | -48.7% | +84.6% |
| All | +231.8% | +288.7% | -57.0% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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