-2.4%
GFS vs WAB
+227.9%
-230.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | +1.0% | -3.2% | +4.2% | +3.5% |
| 30D | -8.6% | -4.4% | -4.2% | -5.6% |
| 3M | -46.5% | +7.9% | -54.4% | -49.9% |
| 6M | -4.8% | +8.7% | -13.5% | -11.5% |
| YTD | +29.7% | +33.0% | -3.3% | +3.9% |
| 1Y | +35.8% | +46.7% | -10.8% | +1.2% |
| 3Y | -18.3% | +153.0% | -171.3% | -60.5% |
| All | -2.4% | +227.9% | -230.3% | -59.8% |
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