-5.1%
WAT vs WAB
+231.1%
-236.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.9% |
| 7D | -0.7% | +1.7% | -2.4% | -1.6% |
| 30D | -1.0% | -2.4% | +1.5% | +0.2% |
| 3M | +10.9% | +9.7% | +1.2% | +5.1% |
| 6M | +33.2% | +16.5% | +16.7% | +21.7% |
| YTD | +6.1% | +33.7% | -27.6% | -9.9% |
| 1Y | +30.2% | +49.7% | -19.4% | +3.9% |
| 3Y | +52.9% | +170.9% | -118.1% | -12.6% |
| 5Y | -5.1% | +228.0% | -233.2% | -51.5% |
| All | -5.1% | +231.1% | -236.2% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling