+330.3%
WM vs WAB
+266.7%
+63.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +3.2% | +5.1% | -1.9% | +2.2% |
| 30D | +13.0% | +4.0% | +9.0% | +11.9% |
| 3M | +9.2% | +0.1% | +9.1% | +8.9% |
| 6M | +13.6% | +12.8% | +0.9% | +10.3% |
| YTD | +12.4% | +40.1% | -27.7% | +3.9% |
| 1Y | +21.2% | +46.4% | -25.2% | +11.0% |
| 3Y | +48.7% | +167.4% | -118.7% | +17.5% |
| 5Y | +61.9% | +215.0% | -153.1% | +21.8% |
| All | +330.3% | +266.7% | +63.7% | +181.4% |
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 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