+178.4%
WMT vs WAB
+214.2%
-35.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.7% |
| 7D | +2.0% | +5.1% | -3.0% | +1.1% |
| 30D | +10.3% | +4.0% | +6.3% | +9.4% |
| 3M | +11.0% | +0.1% | +10.9% | +10.8% |
| 6M | -2.3% | +12.8% | -15.1% | -5.0% |
| YTD | +15.7% | +40.1% | -24.4% | +7.5% |
| 1Y | +26.0% | +46.4% | -20.4% | +16.0% |
| 3Y | +136.5% | +167.4% | -30.9% | +92.6% |
| All | +178.4% | +214.2% | -35.7% | +117.5% |
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 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