+81.5%
WAT vs WAB
+157.8%
-76.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.8% |
| 30D | +5.0% | +0.4% | +4.5% | +4.6% |
| 3M | +14.5% | -3.8% | +18.3% | +16.4% |
| 6M | +30.9% | +5.1% | +25.8% | +26.7% |
| YTD | +20.5% | +33.3% | -12.8% | +2.7% |
| 1Y | +23.3% | +39.8% | -16.5% | +2.4% |
| 3Y | +81.5% | +161.1% | -79.6% | +3.0% |
| All | +81.5% | +157.8% | -76.3% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling