+3,799.8%
WMT vs WAB
+4,115.8%
-316.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.1% | +1.7% | -1.5% | -0.1% |
| 30D | -5.0% | -2.4% | -2.5% | -4.7% |
| 3M | -11.3% | +9.7% | -21.0% | -12.7% |
| 6M | -13.8% | +16.5% | -30.3% | -16.0% |
| YTD | -4.2% | +33.7% | -37.9% | -8.5% |
| 1Y | +4.6% | +49.7% | -45.1% | -1.9% |
| 3Y | +100.5% | +170.9% | -70.5% | +71.6% |
| 5Y | +129.7% | +228.0% | -98.4% | +89.7% |
| 10Y | +423.4% | +284.8% | +138.6% | +304.7% |
| All | +3,799.8% | +4,115.8% | -316.0% | +1,714.3% |
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 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