+401.3%
GH vs WAB
+182.9%
+218.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -0.1% | -3.2% | +3.2% | +1.5% |
| 30D | -1.1% | -4.4% | +3.4% | +1.0% |
| 3M | +21.3% | +7.9% | +13.4% | +15.5% |
| 6M | +73.5% | +8.7% | +64.8% | +64.2% |
| YTD | +58.0% | +33.0% | +25.1% | +35.0% |
| 1Y | +163.1% | +46.7% | +116.4% | +113.3% |
| 3Y | +361.0% | +153.0% | +208.0% | +187.2% |
| 5Y | +22.5% | +222.3% | -199.7% | -31.0% |
| All | +401.3% | +182.9% | +218.3% | +187.8% |
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