+643.2%
GEV vs WAB
+98.9%
+544.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +2.6% |
| 7D | +8.1% | +1.7% | +6.4% | +6.6% |
| 30D | -1.9% | -2.4% | +0.5% | +0.2% |
| 3M | +4.1% | +9.7% | -5.6% | -5.1% |
| 6M | +23.2% | +16.5% | +6.7% | +6.1% |
| YTD | +48.9% | +33.7% | +15.2% | +12.6% |
| 1Y | +62.2% | +49.7% | +12.5% | +10.5% |
| All | +643.2% | +98.9% | +544.3% | +364.4% |
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