+105.1%
CTVA vs WAB
+221.8%
-116.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +11.3% | -4.1% | +15.4% | +12.9% |
| 3M | +12.3% | +8.2% | +4.1% | +8.3% |
| 6M | +7.2% | +15.4% | -8.2% | +0.1% |
| YTD | +26.0% | +33.1% | -7.1% | +10.9% |
| 1Y | +16.0% | +48.1% | -32.0% | -2.6% |
| 3Y | +73.9% | +167.7% | -93.8% | +11.6% |
| All | +105.1% | +221.8% | -116.6% | +16.0% |
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