+142.4%
GILD vs WAB
+221.8%
-79.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +5.8% | -4.1% | +9.8% | +6.6% |
| 3M | +14.9% | +8.2% | +6.8% | +12.8% |
| 6M | -0.4% | +15.4% | -15.8% | -3.6% |
| YTD | +18.5% | +33.1% | -14.6% | +11.6% |
| 1Y | +25.1% | +48.1% | -22.9% | +15.2% |
| 3Y | +105.9% | +167.7% | -61.8% | +60.7% |
| All | +142.4% | +221.8% | -79.3% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling