+7,450.2%
WDC vs WAB
+4,092.2%
+3,358.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.1% | +5.5% |
| 7D | +1.7% | -3.2% | +4.9% | +3.3% |
| 30D | -10.0% | -4.4% | -5.5% | -8.0% |
| 3M | -18.8% | +7.9% | -26.6% | -21.2% |
| 6M | +79.0% | +8.7% | +70.3% | +73.5% |
| YTD | +171.6% | +33.0% | +138.6% | +141.1% |
| 1Y | +417.4% | +46.7% | +370.7% | +340.7% |
| 3Y | +1,251.8% | +153.0% | +1,098.8% | +813.4% |
| 5Y | +911.7% | +222.3% | +689.4% | +519.7% |
| 10Y | +1,399.6% | +291.0% | +1,108.7% | +708.5% |
| All | +7,450.2% | +4,092.2% | +3,358.0% | +1,424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling