+181.1%
GH vs WAB
+47.7%
+133.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -3.7% | -5.9% | +2.2% | -2.0% |
| 3M | +21.7% | +9.4% | +12.3% | +15.7% |
| 6M | +75.7% | +13.8% | +61.9% | +63.4% |
| YTD | +55.7% | +31.8% | +23.9% | +36.1% |
| 1Y | +181.1% | +48.5% | +132.6% | +132.7% |
| All | +181.1% | +47.7% | +133.4% | +132.7% |
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