-30.1%
GFS vs WAB
+214.2%
-244.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.0% |
| 7D | +7.4% | +5.1% | +2.3% | +3.4% |
| 30D | -15.3% | +4.0% | -19.3% | -17.4% |
| 3M | -21.1% | +0.1% | -21.2% | -21.0% |
| 6M | -44.5% | +12.8% | -57.3% | -49.7% |
| YTD | +19.2% | +40.1% | -20.8% | -8.3% |
| 1Y | +27.2% | +46.4% | -19.1% | -5.5% |
| 3Y | -20.1% | +167.4% | -187.5% | -63.5% |
| All | -30.1% | +214.2% | -244.3% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling