+27.2%
CB vs WAB
+45.2%
-18.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.6% | -0.2% |
| 7D | -1.5% | +4.0% | -5.5% | -1.3% |
| 30D | +6.5% | +4.5% | +2.1% | +6.8% |
| 3M | +4.1% | +2.3% | +1.8% | +4.3% |
| 6M | +14.4% | +12.5% | +1.9% | +15.1% |
| YTD | +17.5% | +40.2% | -22.7% | +18.3% |
| All | +27.2% | +45.2% | -18.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling