+1,188.5%
WDC vs WAB
+296.8%
+891.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -1.5% | -4.1% | +2.6% | +1.4% |
| 3M | -15.5% | +8.2% | -23.7% | -19.6% |
| 6M | +66.5% | +15.4% | +51.0% | +52.4% |
| YTD | +159.9% | +33.1% | +126.7% | +117.9% |
| 1Y | +366.0% | +48.1% | +317.9% | +266.0% |
| 3Y | +1,285.8% | +167.7% | +1,118.1% | +662.4% |
| 5Y | +925.6% | +225.7% | +699.8% | +402.9% |
| All | +1,188.5% | +296.8% | +891.7% | +403.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling