+278.2%
GE vs WAB
+174.5%
+103.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +4.0% | +3.1% | +0.9% | +2.1% |
| 30D | +11.1% | +6.4% | +4.6% | +7.0% |
| 3M | -6.7% | +2.2% | -8.9% | -8.1% |
| 6M | +14.3% | +13.7% | +0.6% | +5.0% |
| YTD | +11.7% | +43.0% | -31.3% | -10.3% |
| 1Y | +10.9% | +47.0% | -36.1% | -12.6% |
| All | +278.2% | +174.5% | +103.7% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling