+29.2%
CB vs WAB
+47.8%
-18.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.6% |
| 7D | +0.7% | +4.0% | -3.3% | +0.9% |
| 30D | +8.2% | +6.3% | +1.9% | +8.5% |
| 3M | +6.3% | +3.3% | +3.0% | +6.5% |
| 6M | +16.2% | +14.5% | +1.7% | +17.0% |
| YTD | +19.3% | +42.7% | -23.3% | +20.2% |
| 1Y | +29.2% | +45.2% | -16.0% | +30.6% |
| All | +29.2% | +47.8% | -18.6% | +30.6% |
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 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