+7,008.4%
CB vs WAB
+4,103.0%
+2,905.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.3% |
| 7D | +0.2% | +1.4% | -1.2% | -0.2% |
| 30D | +9.1% | +0.4% | +8.7% | +8.8% |
| 3M | +3.4% | -3.8% | +7.3% | +4.2% |
| 6M | +14.1% | +5.1% | +9.0% | +11.7% |
| YTD | +18.0% | +33.3% | -15.3% | +8.2% |
| 1Y | +30.1% | +39.8% | -9.7% | +17.7% |
| 3Y | +71.8% | +161.1% | -89.3% | +29.5% |
| 5Y | +101.8% | +209.5% | -107.6% | +44.2% |
| 10Y | +252.1% | +293.8% | -41.7% | +125.0% |
| All | +7,008.4% | +4,103.0% | +2,905.4% | +2,459.3% |
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