+47.7%
CI vs WAB
+203.5%
-155.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.5% | -2.9% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +5.4% | +0.4% | +5.0% | +5.2% |
| 3M | +7.3% | -3.8% | +11.1% | +7.8% |
| 6M | +5.3% | +5.1% | +0.2% | +3.7% |
| YTD | +8.5% | +33.3% | -24.8% | +1.5% |
| 1Y | +17.1% | +39.8% | -22.7% | +8.4% |
| 3Y | +1.4% | +161.1% | -159.6% | -22.6% |
| All | +47.7% | +203.5% | -155.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling