+36.6%
CTVA vs WAB
+214.2%
-177.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.9% |
| 7D | -20.8% | +5.1% | -25.8% | -22.0% |
| 30D | -29.6% | +4.0% | -33.6% | -30.7% |
| 3M | -16.9% | +0.1% | -17.0% | -17.1% |
| 6M | -24.3% | +12.8% | -37.0% | -28.2% |
| YTD | -5.6% | +40.1% | -45.7% | -18.4% |
| 1Y | -4.2% | +46.4% | -50.5% | -18.8% |
| 3Y | +43.3% | +167.4% | -124.1% | -7.2% |
| All | +36.6% | +214.2% | -177.6% | -19.4% |
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