+141.0%
WBD vs WAB
+164.8%
-23.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +3.9% | -4.6% | +8.4% | +6.4% |
| 3M | +5.1% | +5.6% | -0.6% | +0.7% |
| 6M | +0.6% | +13.8% | -13.2% | -9.1% |
| YTD | -3.2% | +31.9% | -35.0% | -21.6% |
| 1Y | +127.7% | +48.3% | +79.4% | +68.2% |
| All | +141.0% | +164.8% | -23.8% | +2.5% |
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 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