+231.7%
CTVA vs WAB
+361.8%
-130.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +4.9% | -3.2% | +8.1% | +6.5% |
| 30D | +11.9% | -4.4% | +16.4% | +14.1% |
| 3M | +13.7% | +7.9% | +5.8% | +8.8% |
| 6M | +13.1% | +8.7% | +4.4% | +7.2% |
| YTD | +32.0% | +33.0% | -1.0% | +13.3% |
| 1Y | +22.1% | +46.7% | -24.6% | -0.6% |
| 3Y | +77.5% | +153.0% | -75.5% | +7.6% |
| 5Y | +106.3% | +222.3% | -116.0% | +7.5% |
| All | +231.7% | +361.8% | -130.1% | +31.6% |
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