+247.6%
CAG vs WAB
+4,115.8%
-3,868.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -5.3% | +1.7% | -6.9% | -5.5% |
| 30D | +1.0% | -2.4% | +3.4% | +1.3% |
| 3M | +17.4% | +9.7% | +7.7% | +15.9% |
| 6M | -16.8% | +16.5% | -33.3% | -18.5% |
| YTD | -6.8% | +33.7% | -40.5% | -10.2% |
| 1Y | -15.4% | +49.7% | -65.1% | -19.6% |
| 3Y | -37.1% | +170.9% | -208.0% | -44.7% |
| 5Y | -41.3% | +228.0% | -269.3% | -49.9% |
| 10Y | -35.5% | +284.8% | -320.3% | -47.8% |
| All | +247.6% | +4,115.8% | -3,868.2% | +111.8% |
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