+2,288.0%
WMB vs WAB
+4,398.0%
-2,109.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.9% |
| 7D | -6.9% | +4.0% | -10.9% | -8.2% |
| 30D | -7.2% | +6.3% | -13.5% | -9.2% |
| 3M | -5.4% | +3.3% | -8.7% | -6.7% |
| 6M | -4.9% | +14.5% | -19.4% | -10.0% |
| YTD | +14.7% | +42.7% | -28.0% | -0.3% |
| 1Y | +14.7% | +45.2% | -30.5% | -1.0% |
| 3Y | +116.4% | +173.8% | -57.4% | +47.0% |
| 5Y | +198.5% | +223.8% | -25.2% | +87.9% |
| 10Y | +266.3% | +280.5% | -14.2% | +106.9% |
| All | +2,288.0% | +4,398.0% | -2,109.9% | +663.7% |
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 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