+2,788.8%
WM vs WAB
+4,103.0%
-1,314.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +13.1% | +0.4% | +12.7% | +12.8% |
| 3M | +3.6% | -3.8% | +7.5% | +4.2% |
| 6M | +8.1% | +5.1% | +3.0% | +6.4% |
| YTD | +8.9% | +33.3% | -24.4% | +1.9% |
| 1Y | +20.3% | +39.8% | -19.5% | +11.4% |
| 3Y | +46.2% | +161.1% | -114.9% | +17.7% |
| 5Y | +59.9% | +209.5% | -149.6% | +23.0% |
| 10Y | +345.6% | +293.8% | +51.7% | +209.3% |
| All | +2,788.8% | +4,103.0% | -1,314.2% | +1,109.3% |
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 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