+417.9%
GE vs WAB
+224.0%
+194.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -1.2% | +0.2% | -1.5% | -1.4% |
| 30D | -11.3% | -4.6% | -6.7% | -8.7% |
| 3M | -1.4% | +5.6% | -7.0% | -5.3% |
| 6M | +1.2% | +13.8% | -12.6% | -7.2% |
| YTD | +5.9% | +31.9% | -25.9% | -11.4% |
| 1Y | +18.4% | +48.3% | -29.9% | -8.3% |
| 3Y | +271.0% | +167.1% | +103.8% | +93.2% |
| 5Y | +417.9% | +222.9% | +195.1% | +128.9% |
| All | +417.9% | +224.0% | +194.0% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling