+151.2%
GE vs WAB
+269.8%
-118.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.7% |
| 7D | +5.1% | +7.9% | -2.8% | +0.4% |
| 30D | +7.6% | +4.9% | +2.7% | +4.5% |
| 3M | -9.3% | +1.8% | -11.1% | -10.4% |
| 6M | +11.5% | +12.0% | -0.4% | +3.2% |
| YTD | +7.9% | +41.3% | -33.4% | -13.3% |
| 1Y | +7.6% | +43.8% | -36.2% | -14.6% |
| 3Y | +265.9% | +171.1% | +94.8% | +93.4% |
| 5Y | +405.9% | +217.7% | +188.2% | +138.4% |
| All | +151.2% | +269.8% | -118.6% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling