+93.6%
GD vs WAB
+200.7%
-107.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.2% |
| 7D | -5.0% | +1.4% | -6.4% | -5.4% |
| 30D | +8.9% | +0.4% | +8.5% | +8.6% |
| 3M | -8.0% | -3.8% | -4.2% | -7.2% |
| 6M | +2.9% | +5.1% | -2.2% | +0.6% |
| YTD | +7.1% | +33.3% | -26.2% | -3.8% |
| 1Y | +5.9% | +39.8% | -33.9% | -6.4% |
| 3Y | +53.9% | +161.1% | -107.2% | +7.6% |
| All | +93.6% | +200.7% | -107.1% | +26.2% |
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