+285.3%
WMB vs WAB
+231.1%
+54.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.2% |
| 30D | +7.7% | -2.4% | +10.1% | +8.5% |
| 3M | +6.7% | +9.7% | -3.0% | +2.7% |
| 6M | +3.6% | +16.5% | -12.9% | -2.9% |
| YTD | +28.0% | +33.7% | -5.7% | +13.6% |
| 1Y | +37.6% | +49.7% | -12.1% | +16.4% |
| 3Y | +149.0% | +170.9% | -21.9% | +64.9% |
| 5Y | +285.3% | +228.0% | +57.3% | +130.3% |
| All | +285.3% | +231.1% | +54.3% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling