+674.2%
GIS vs WAB
+4,115.8%
-3,441.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -8.3% | +1.7% | -9.9% | -8.4% |
| 30D | +2.2% | -2.4% | +4.6% | +2.4% |
| 3M | +15.7% | +9.7% | +6.0% | +14.6% |
| 6M | -12.0% | +16.5% | -28.5% | -13.3% |
| YTD | -15.0% | +33.7% | -48.7% | -17.3% |
| 1Y | -20.1% | +49.7% | -69.8% | -23.1% |
| 3Y | -34.6% | +170.9% | -205.5% | -40.6% |
| 5Y | -22.8% | +228.0% | -250.9% | -31.4% |
| 10Y | -18.5% | +284.8% | -303.3% | -30.7% |
| All | +674.2% | +4,115.8% | -3,441.6% | +420.7% |
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 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