+96.7%
GD vs WAB
+207.7%
-111.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.6% |
| 7D | -3.9% | -2.5% | -1.4% | -3.2% |
| 30D | +8.1% | -4.4% | +12.4% | +9.4% |
| 3M | -6.8% | -5.9% | -0.9% | -5.2% |
| 6M | +3.0% | +5.9% | -2.9% | +0.4% |
| YTD | +7.8% | +30.9% | -23.2% | -2.6% |
| 1Y | +5.8% | +35.8% | -30.0% | -5.6% |
| 3Y | +55.3% | +154.0% | -98.7% | +9.7% |
| 5Y | +96.7% | +203.9% | -107.2% | +27.8% |
| All | +96.7% | +207.7% | -111.1% | +27.8% |
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