+7.0%
CI vs WAB
+168.8%
-161.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +1.2% | +5.1% | -3.9% | +0.8% |
| 30D | +2.6% | +4.0% | -1.4% | +2.2% |
| 3M | +7.4% | +0.1% | +7.3% | +7.4% |
| 6M | -0.1% | +12.8% | -12.9% | -1.4% |
| YTD | +9.7% | +40.1% | -30.3% | +5.7% |
| 1Y | +12.1% | +46.4% | -34.2% | +7.6% |
| 3Y | +7.0% | +167.4% | -160.3% | -16.8% |
| All | +7.0% | +168.8% | -161.8% | -16.8% |
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