+71.8%
CB vs WAB
+157.8%
-86.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | +9.1% | +0.4% | +8.7% | +9.0% |
| 3M | +3.4% | -3.8% | +7.3% | +3.7% |
| 6M | +14.1% | +5.1% | +9.0% | +13.4% |
| YTD | +18.0% | +33.3% | -15.3% | +13.5% |
| 1Y | +30.1% | +39.8% | -9.7% | +24.2% |
| 3Y | +71.8% | +161.1% | -89.3% | +53.9% |
| All | +71.8% | +157.8% | -86.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling