+2,565.9%
WM vs WAB
+4,092.2%
-1,526.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | -2.4% | -4.4% | +2.1% | -1.5% |
| 3M | +0.4% | +7.9% | -7.4% | -1.4% |
| 6M | -9.5% | +8.7% | -18.2% | -11.5% |
| YTD | +0.5% | +33.0% | -32.5% | -5.7% |
| 1Y | -1.1% | +46.7% | -47.7% | -9.2% |
| 3Y | +46.0% | +153.0% | -107.0% | +18.5% |
| 5Y | +51.8% | +222.3% | -170.5% | +16.0% |
| 10Y | +307.5% | +291.0% | +16.5% | +183.7% |
| All | +2,565.9% | +4,092.2% | -1,526.4% | +1,018.9% |
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