+45.7%
WM vs WAB
+174.1%
-128.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.2% |
| 7D | -0.5% | +4.0% | -4.4% | -0.8% |
| 30D | +13.3% | +4.5% | +8.8% | +12.9% |
| 3M | +4.4% | +2.3% | +2.1% | +4.1% |
| 6M | +10.8% | +12.5% | -1.7% | +9.4% |
| YTD | +9.1% | +40.2% | -31.1% | +4.6% |
| 1Y | +19.1% | +45.2% | -26.1% | +13.6% |
| 3Y | +45.7% | +171.8% | -126.1% | +17.3% |
| All | +45.7% | +174.1% | -128.4% | +17.3% |
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