-37.7%
CAG vs WAB
+296.8%
-334.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -2.4% | -4.1% | +1.7% | -2.0% |
| 3M | +9.8% | +8.2% | +1.6% | +8.5% |
| 6M | -10.8% | +15.4% | -26.2% | -12.7% |
| YTD | -10.8% | +33.1% | -44.0% | -14.2% |
| 1Y | -19.0% | +48.1% | -67.0% | -23.2% |
| 3Y | -39.7% | +167.7% | -207.4% | -47.6% |
| 5Y | -43.0% | +225.7% | -268.7% | -52.1% |
| All | -37.7% | +296.8% | -334.5% | -51.6% |
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