+71.8%
GH vs WAB
+46.5%
+25.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.9% |
| 7D | -7.7% | +4.5% | -12.2% | -8.6% |
| 30D | -10.0% | +1.1% | -11.0% | -10.2% |
| 3M | +5.5% | -1.3% | +6.8% | +5.9% |
| 6M | +84.9% | +12.7% | +72.2% | +75.9% |
| YTD | +65.0% | +38.7% | +26.4% | +45.1% |
| 1Y | +71.8% | +44.9% | +26.8% | +49.1% |
| All | +71.8% | +46.5% | +25.2% | +49.1% |
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