+23.7%
WMB vs WAB
+46.5%
-22.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.5% |
| 7D | -8.6% | +4.5% | -13.2% | -9.2% |
| 30D | -4.2% | +1.1% | -5.2% | -4.3% |
| 3M | -4.4% | -1.3% | -3.1% | -4.3% |
| 6M | -8.7% | +12.7% | -21.4% | -10.3% |
| YTD | +15.4% | +38.7% | -23.3% | +8.6% |
| 1Y | +23.7% | +44.9% | -21.2% | +13.8% |
| All | +23.7% | +46.5% | -22.8% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling