+49.3%
WM vs WAB
+153.1%
-103.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.6% |
| 7D | +4.5% | -2.5% | +7.0% | +4.6% |
| 30D | +16.1% | -4.4% | +20.4% | +16.4% |
| 3M | +8.0% | -5.9% | +14.0% | +8.5% |
| 6M | +8.4% | +5.9% | +2.5% | +7.4% |
| YTD | +11.2% | +30.9% | -19.7% | +7.2% |
| 1Y | +22.3% | +35.8% | -13.5% | +17.2% |
| All | +49.3% | +153.1% | -103.9% | +21.8% |
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