+218.9%
CB vs WAB
+288.1%
-69.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.5% |
| 30D | -3.1% | -4.4% | +1.3% | -1.7% |
| 3M | +9.0% | +7.9% | +1.1% | +5.5% |
| 6M | +2.9% | +8.7% | -5.9% | -1.1% |
| YTD | +10.1% | +33.0% | -22.9% | -1.2% |
| 1Y | +22.8% | +46.7% | -23.9% | +6.3% |
| 3Y | +73.8% | +153.0% | -79.2% | +20.4% |
| 5Y | +99.2% | +222.3% | -123.1% | +24.2% |
| All | +218.9% | +288.1% | -69.2% | +64.6% |
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