+27.2%
CP vs WAB
+214.2%
-187.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | +2.1% | +5.1% | -2.9% | -0.1% |
| 30D | +9.3% | +4.0% | +5.3% | +7.1% |
| 3M | +0.5% | +0.1% | +0.4% | +0.1% |
| 6M | +10.4% | +12.8% | -2.4% | +3.5% |
| YTD | +28.7% | +40.1% | -11.4% | +8.8% |
| 1Y | +33.2% | +46.4% | -13.2% | +10.3% |
| 3Y | +38.4% | +167.4% | -128.9% | -18.0% |
| All | +27.2% | +214.2% | -187.0% | -32.7% |
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 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