+27.4%
WMT vs WAB
+46.5%
-19.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +8.8% | +4.5% | +4.2% | +8.4% |
| 30D | +22.9% | +1.1% | +21.9% | +22.8% |
| 3M | +16.1% | -1.3% | +17.3% | +16.1% |
| 6M | -0.5% | +12.7% | -13.2% | -2.3% |
| YTD | +16.7% | +38.7% | -22.0% | +10.9% |
| 1Y | +27.4% | +44.9% | -17.6% | +20.9% |
| All | +27.4% | +46.5% | -19.2% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling