+371.1%
GH vs WAB
+198.0%
+173.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | +0.6% | +5.1% | -4.5% | -1.9% |
| 30D | -6.9% | +4.0% | -10.9% | -8.7% |
| 3M | -4.9% | +0.1% | -5.0% | -5.1% |
| 6M | +54.1% | +12.8% | +41.3% | +43.4% |
| YTD | +48.5% | +40.1% | +8.4% | +23.6% |
| 1Y | +61.2% | +46.4% | +14.8% | +30.9% |
| 3Y | +570.3% | +167.4% | +403.0% | +306.7% |
| 5Y | +46.1% | +215.0% | -168.9% | -17.5% |
| All | +371.1% | +198.0% | +173.1% | +163.4% |
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