+4,599.9%
CI vs WAB
+4,103.0%
+496.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.5% | -3.1% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | +5.4% | +0.4% | +5.0% | +5.1% |
| 3M | +7.3% | -3.8% | +11.1% | +8.0% |
| 6M | +5.3% | +5.1% | +0.2% | +3.1% |
| YTD | +8.5% | +33.3% | -24.8% | -0.5% |
| 1Y | +17.1% | +39.8% | -22.7% | +6.0% |
| 3Y | +1.4% | +161.1% | -159.6% | -23.7% |
| 5Y | +50.5% | +209.5% | -159.0% | +6.6% |
| 10Y | +168.5% | +293.8% | -125.3% | +69.9% |
| All | +4,599.9% | +4,103.0% | +496.9% | +1,654.7% |
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