+5,954.5%
GD vs WAB
+4,092.2%
+1,862.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -5.3% | -3.2% | -2.0% | -4.5% |
| 30D | -6.4% | -4.4% | -2.0% | -5.4% |
| 3M | +5.7% | +7.9% | -2.2% | +3.5% |
| 6M | -0.9% | +8.7% | -9.7% | -3.5% |
| YTD | +8.2% | +33.0% | -24.8% | +0.2% |
| 1Y | +13.4% | +46.7% | -33.2% | +2.5% |
| 3Y | +68.5% | +153.0% | -84.5% | +32.0% |
| 5Y | +97.2% | +222.3% | -125.1% | +44.2% |
| 10Y | +190.2% | +291.0% | -100.8% | +95.3% |
| All | +5,954.5% | +4,092.2% | +1,862.3% | +2,641.6% |
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