+17.2%
GFS vs WAB
+45.8%
-28.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -1.1% |
| 7D | -5.3% | +4.0% | -9.3% | -8.0% |
| 30D | -15.8% | +6.3% | -22.1% | -19.3% |
| 3M | -18.6% | +3.3% | -21.9% | -20.5% |
| 6M | -45.0% | +14.5% | -59.5% | -50.7% |
| YTD | +16.8% | +42.7% | -25.9% | -12.8% |
| All | +17.2% | +45.8% | -28.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling