+754.4%
WDC vs WAB
+175.0%
+579.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.9% |
| 7D | -16.7% | +4.0% | -20.8% | -19.2% |
| 30D | -27.2% | +6.3% | -33.5% | -30.8% |
| 3M | -34.0% | +3.3% | -37.3% | -35.4% |
| 6M | -39.7% | +14.5% | -54.2% | -46.4% |
| YTD | +68.1% | +42.7% | +25.4% | +23.0% |
| 1Y | +66.3% | +45.2% | +21.1% | +20.0% |
| 3Y | +754.4% | +173.8% | +580.7% | +309.8% |
| All | +754.4% | +175.0% | +579.4% | +309.8% |
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 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