+2,505.9%
WMB vs WAB
+4,092.2%
-1,586.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +1.7% |
| 30D | +3.3% | -4.4% | +7.7% | +4.9% |
| 3M | +3.1% | +7.9% | -4.7% | -0.2% |
| 6M | -0.7% | +8.7% | -9.4% | -4.6% |
| YTD | +25.2% | +33.0% | -7.8% | +11.7% |
| 1Y | +32.9% | +46.7% | -13.8% | +14.2% |
| 3Y | +140.6% | +153.0% | -12.4% | +68.0% |
| 5Y | +273.5% | +222.3% | +51.2% | +135.6% |
| 10Y | +334.2% | +291.0% | +43.2% | +143.7% |
| All | +2,505.9% | +4,092.2% | -1,586.3% | +755.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling