+228.3%
WAT vs WAB
+266.7%
-38.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.6% | +5.1% | -4.5% | -1.2% |
| 30D | +5.4% | +4.0% | +1.4% | +3.8% |
| 3M | +11.3% | +0.1% | +11.2% | +11.1% |
| 6M | +37.4% | +12.8% | +24.6% | +30.7% |
| YTD | +21.2% | +40.1% | -18.9% | +6.3% |
| 1Y | +21.3% | +46.4% | -25.0% | +4.7% |
| 3Y | +83.4% | +167.4% | -84.0% | +27.3% |
| 5Y | +29.0% | +215.0% | -186.1% | -16.0% |
| All | +228.3% | +266.7% | -38.3% | +84.5% |
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