+4,397.8%
CI vs WAB
+4,092.2%
+305.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +1.3% | -3.2% | +4.5% | +2.1% |
| 30D | +4.4% | -4.4% | +8.9% | +5.6% |
| 3M | +0.7% | +7.9% | -7.2% | -1.8% |
| 6M | +0.3% | +8.7% | -8.4% | -2.5% |
| YTD | +3.8% | +33.0% | -29.2% | -4.4% |
| 1Y | -5.5% | +46.7% | -52.1% | -15.4% |
| 3Y | +8.1% | +153.0% | -144.9% | -17.9% |
| 5Y | +42.8% | +222.3% | -179.5% | +0.3% |
| 10Y | +143.9% | +291.0% | -147.1% | +54.8% |
| All | +4,397.8% | +4,092.2% | +305.5% | +1,584.8% |
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 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