+281.4%
WMB vs WAB
+266.7%
+14.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +7.8% | +5.1% | +2.8% | +5.5% |
| 30D | -5.1% | +4.0% | -9.1% | -6.8% |
| 3M | -4.7% | +0.1% | -4.8% | -5.0% |
| 6M | -7.4% | +12.8% | -20.2% | -13.0% |
| YTD | +17.5% | +40.1% | -22.6% | -0.5% |
| 1Y | +19.5% | +46.4% | -26.9% | -1.0% |
| 3Y | +121.3% | +167.4% | -46.1% | +36.4% |
| 5Y | +200.5% | +215.0% | -14.5% | +67.6% |
| All | +281.4% | +266.7% | +14.7% | +74.7% |
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