+627.7%
GEV vs WAB
+96.1%
+531.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -0.9% |
| 7D | +3.2% | +0.2% | +2.9% | +3.0% |
| 30D | -4.0% | -4.6% | +0.5% | -0.1% |
| 3M | +3.4% | +5.6% | -2.2% | -2.4% |
| 6M | +14.7% | +13.8% | +0.9% | +0.8% |
| YTD | +45.8% | +31.9% | +13.9% | +11.6% |
| 1Y | +57.4% | +48.3% | +9.1% | +8.0% |
| All | +627.7% | +96.1% | +531.6% | +360.2% |
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