+216.7%
CTVA vs WAB
+362.4%
-145.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +11.3% | -4.1% | +15.4% | +13.3% |
| 3M | +12.3% | +8.2% | +4.1% | +7.4% |
| 6M | +7.2% | +15.4% | -8.2% | -1.3% |
| YTD | +26.0% | +33.1% | -7.1% | +8.1% |
| 1Y | +16.0% | +48.1% | -32.0% | -5.9% |
| 3Y | +73.9% | +167.7% | -93.8% | +2.5% |
| 5Y | +103.8% | +225.7% | -121.9% | +5.6% |
| All | +216.7% | +362.4% | -145.6% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling