+58.5%
WM vs WAB
+223.7%
-165.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +1.2% | +4.0% | -2.9% | +0.5% |
| 30D | +13.7% | +6.3% | +7.3% | +12.4% |
| 3M | +5.2% | +3.3% | +1.9% | +4.5% |
| 6M | +11.2% | +14.5% | -3.3% | +8.2% |
| YTD | +9.4% | +42.7% | -33.3% | +1.7% |
| 1Y | +20.4% | +45.2% | -24.8% | +11.4% |
| 3Y | +44.7% | +173.8% | -129.1% | +12.8% |
| 5Y | +58.5% | +223.8% | -165.3% | +17.8% |
| All | +58.5% | +223.7% | -165.2% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling