+428.1%
WMT vs WAB
+296.8%
+131.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.4% | -4.1% | -3.3% | -6.9% |
| 3M | -10.9% | +8.2% | -19.0% | -12.0% |
| 6M | -12.7% | +15.4% | -28.1% | -14.6% |
| YTD | -3.2% | +33.1% | -36.4% | -7.2% |
| 1Y | +5.3% | +48.1% | -42.8% | -0.6% |
| 3Y | +101.9% | +167.7% | -65.9% | +76.4% |
| 5Y | +134.6% | +225.7% | -91.2% | +99.3% |
| All | +428.1% | +296.8% | +131.2% | +316.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling