+4,928.1%
WDC vs WAB
+4,353.8%
+574.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +16.3% | +7.9% | +8.4% | +12.4% |
| 30D | -18.3% | +4.9% | -23.1% | -19.6% |
| 3M | -31.4% | +1.8% | -33.2% | -31.5% |
| 6M | -36.3% | +12.0% | -48.2% | -38.9% |
| YTD | +80.8% | +41.3% | +39.6% | +57.2% |
| 1Y | +87.7% | +43.8% | +43.9% | +62.0% |
| 3Y | +819.4% | +171.1% | +648.4% | +507.4% |
| 5Y | +583.2% | +217.7% | +365.5% | +322.7% |
| 10Y | +689.8% | +272.3% | +417.4% | +335.5% |
| All | +4,928.1% | +4,353.8% | +574.3% | +893.4% |
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