+8,275.1%
CP vs WAB
+4,092.2%
+4,182.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.7% | -3.2% | +0.5% | -1.6% |
| 30D | +0.2% | -4.4% | +4.6% | +1.7% |
| 3M | +2.6% | +7.9% | -5.3% | -0.3% |
| 6M | +6.0% | +8.7% | -2.7% | +2.6% |
| YTD | +24.9% | +33.0% | -8.0% | +13.3% |
| 1Y | +20.1% | +46.7% | -26.5% | +5.4% |
| 3Y | +16.4% | +153.0% | -136.6% | -15.5% |
| 5Y | +31.7% | +222.3% | -190.5% | -12.0% |
| 10Y | +223.9% | +291.0% | -67.1% | +91.3% |
| All | +8,275.1% | +4,092.2% | +4,182.9% | +2,690.6% |
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