+26.7%
CP vs WAB
+157.8%
-131.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.3% |
| 7D | +2.8% | +1.4% | +1.3% | +2.2% |
| 30D | +10.2% | +0.4% | +9.8% | +9.8% |
| 3M | +2.4% | -3.8% | +6.2% | +3.5% |
| 6M | +7.7% | +5.1% | +2.6% | +4.9% |
| YTD | +26.0% | +33.3% | -7.3% | +12.3% |
| 1Y | +34.6% | +39.8% | -5.2% | +18.0% |
| 3Y | +26.7% | +161.1% | -134.4% | -13.8% |
| All | +26.7% | +157.8% | -131.1% | -13.8% |
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