+144.1%
WMB vs WAB
+162.1%
-18.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +1.5% |
| 30D | +3.3% | -4.4% | +7.7% | +4.6% |
| 3M | +3.1% | +7.9% | -4.7% | +0.2% |
| 6M | -0.7% | +8.7% | -9.4% | -4.1% |
| YTD | +25.2% | +33.0% | -7.8% | +12.1% |
| 1Y | +32.9% | +46.7% | -13.8% | +14.2% |
| All | +144.1% | +162.1% | -18.0% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling