+113.2%
WDC vs WAB
+46.5%
+66.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -8.0% |
| 7D | -18.3% | +4.5% | -22.8% | -22.3% |
| 30D | -26.7% | +1.1% | -27.7% | -27.6% |
| 3M | -40.9% | -1.3% | -39.7% | -40.0% |
| 6M | -26.8% | +12.7% | -39.5% | -35.7% |
| YTD | +88.2% | +38.7% | +49.5% | +23.2% |
| 1Y | +113.2% | +44.9% | +68.2% | +33.5% |
| All | +113.2% | +46.5% | +66.7% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling