+259.9%
WMB vs WAB
+305.5%
-45.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +1.5% |
| 7D | -6.7% | +4.0% | -10.6% | -8.2% |
| 30D | -8.6% | +4.5% | -13.0% | -10.4% |
| 3M | -4.9% | +2.3% | -7.2% | -6.1% |
| 6M | -6.3% | +12.5% | -18.8% | -11.8% |
| YTD | +13.0% | +40.2% | -27.2% | -4.3% |
| 1Y | +14.9% | +45.2% | -30.3% | -4.3% |
| 3Y | +113.4% | +171.8% | -58.4% | +30.7% |
| 5Y | +190.2% | +217.6% | -27.4% | +61.4% |
| 10Y | +259.9% | +285.3% | -25.5% | +57.4% |
| All | +259.9% | +305.5% | -45.6% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling