-7.8%
GFS vs WAB
+248.3%
-256.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | +17.2% | +7.9% | +9.3% | +10.7% |
| 30D | -8.7% | +4.9% | -13.6% | -11.6% |
| 3M | -19.7% | +1.8% | -21.4% | -20.5% |
| 6M | -40.7% | +12.0% | -52.7% | -45.9% |
| YTD | +22.5% | +41.3% | -18.7% | -5.9% |
| 1Y | +25.2% | +43.8% | -18.6% | -5.2% |
| 3Y | -17.7% | +171.1% | -188.7% | -62.0% |
| 5Y | -23.5% | +217.7% | -241.3% | -71.3% |
| All | -7.8% | +248.3% | -256.1% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling