+147.8%
GE vs WAB
+292.7%
-144.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -11.9% | -5.9% | -6.1% | -8.6% |
| 3M | +1.8% | +9.4% | -7.5% | -4.3% |
| 6M | -0.6% | +13.8% | -14.4% | -8.7% |
| YTD | +5.5% | +31.8% | -26.2% | -11.3% |
| 1Y | +15.0% | +48.5% | -33.6% | -10.6% |
| 3Y | +269.5% | +167.0% | +102.6% | +98.0% |
| 5Y | +422.4% | +222.3% | +200.1% | +145.9% |
| All | +147.8% | +292.7% | -144.8% | -7.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling