+0.6%
CEG vs WAB
+47.5%
-46.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | +6.7% | +1.7% | +5.0% | +5.8% |
| 30D | +11.0% | -2.4% | +13.4% | +12.3% |
| 3M | +19.5% | +9.7% | +9.8% | +13.2% |
| 6M | -5.9% | +16.5% | -22.4% | -12.4% |
| YTD | -15.0% | +33.7% | -48.7% | -26.7% |
| 1Y | +0.6% | +49.7% | -49.0% | -16.6% |
| All | +0.6% | +47.5% | -46.9% | -16.6% |
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