+20.4%
CP vs WAB
+47.5%
-27.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +2.4% | +1.7% | +0.8% | +1.8% |
| 30D | -0.5% | -2.4% | +1.9% | +0.4% |
| 3M | +1.4% | +9.7% | -8.3% | -3.0% |
| 6M | +10.3% | +16.5% | -6.2% | +2.1% |
| YTD | +24.3% | +33.7% | -9.4% | +8.7% |
| 1Y | +20.4% | +49.7% | -29.2% | +3.2% |
| All | +20.4% | +47.5% | -27.1% | +3.2% |
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