+682.0%
WDC vs WAB
+269.8%
+412.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | +16.3% | +7.9% | +8.4% | +10.6% |
| 30D | -18.3% | +4.9% | -23.1% | -20.3% |
| 3M | -31.4% | +1.8% | -33.2% | -31.6% |
| 6M | -36.3% | +12.0% | -48.2% | -40.3% |
| YTD | +80.8% | +41.3% | +39.6% | +46.7% |
| 1Y | +87.7% | +43.8% | +43.9% | +50.7% |
| 3Y | +819.4% | +171.1% | +648.4% | +402.8% |
| 5Y | +583.2% | +217.7% | +365.5% | +238.0% |
| All | +682.0% | +269.8% | +412.2% | +194.1% |
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