-42.6%
CAG vs WAB
+220.1%
-262.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -1.5% | -5.9% | +4.3% | -0.9% |
| 3M | +11.5% | +9.4% | +2.1% | +10.1% |
| 6M | -15.7% | +13.8% | -29.5% | -17.3% |
| YTD | -10.2% | +31.8% | -42.0% | -13.6% |
| 1Y | -18.1% | +48.5% | -66.6% | -22.5% |
| 3Y | -39.4% | +167.0% | -206.3% | -48.9% |
| 5Y | -42.6% | +222.3% | -264.9% | -53.9% |
| All | -42.6% | +220.1% | -262.7% | -53.9% |
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 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