+281.8%
GE vs WAB
+168.6%
+113.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -1.0% |
| 7D | +1.2% | +1.7% | -0.5% | +0.2% |
| 30D | -9.5% | -2.4% | -7.1% | -8.2% |
| 3M | +4.1% | +9.7% | -5.5% | -2.1% |
| 6M | +3.9% | +16.5% | -12.6% | -5.7% |
| YTD | +9.0% | +33.7% | -24.7% | -8.6% |
| 1Y | +21.9% | +49.7% | -27.7% | -4.7% |
| 3Y | +281.8% | +170.9% | +110.9% | +119.2% |
| All | +281.8% | +168.6% | +113.2% | +119.2% |
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