+991.6%
WDC vs WAB
+224.0%
+767.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +2.2% |
| 7D | +7.5% | +0.2% | +7.2% | +7.3% |
| 30D | +10.1% | -4.6% | +14.6% | +14.6% |
| 3M | -6.8% | +5.6% | -12.5% | -10.9% |
| 6M | +84.1% | +13.8% | +70.3% | +65.5% |
| YTD | +180.3% | +31.9% | +148.4% | +124.0% |
| 1Y | +411.1% | +48.3% | +362.8% | +272.2% |
| 3Y | +1,375.0% | +167.1% | +1,207.9% | +579.4% |
| 5Y | +991.6% | +222.9% | +768.7% | +331.5% |
| All | +991.6% | +224.0% | +767.6% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling