+296.4%
WBD vs WAB
+2,814.0%
-2,517.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | +5.0% | -2.4% | +7.4% | +6.1% |
| 3M | +6.2% | +9.7% | -3.4% | +1.2% |
| 6M | +0.6% | +16.5% | -15.9% | -7.3% |
| YTD | -2.4% | +33.7% | -36.2% | -15.7% |
| 1Y | +127.7% | +49.7% | +78.0% | +86.7% |
| 3Y | +148.4% | +170.9% | -22.5% | +57.0% |
| 5Y | +4.2% | +228.0% | -223.8% | -39.5% |
| 10Y | +10.8% | +284.8% | -274.0% | -44.7% |
| All | +296.4% | +2,814.0% | -2,517.6% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling