+1,384.7%
GE vs WAB
+4,092.2%
-2,707.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -1.6% | -3.2% | +1.6% | -0.4% |
| 30D | -11.6% | -4.4% | -7.1% | -10.1% |
| 3M | +3.0% | +7.9% | -4.8% | 0.0% |
| 6M | -0.5% | +8.7% | -9.2% | -3.6% |
| YTD | +9.7% | +33.0% | -23.2% | -1.0% |
| 1Y | +20.0% | +46.7% | -26.6% | +4.4% |
| 3Y | +275.8% | +153.0% | +122.8% | +169.6% |
| 5Y | +429.1% | +222.3% | +206.8% | +249.0% |
| 10Y | +151.2% | +291.0% | -139.8% | +52.1% |
| All | +1,384.7% | +4,092.2% | -2,707.5% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling