+205.6%
GLD vs WAB
+269.8%
-64.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +7.9% | -13.4% | -5.7% |
| 30D | -7.0% | +4.9% | -11.9% | -7.2% |
| 3M | -12.4% | +1.8% | -14.1% | -12.4% |
| 6M | -18.0% | +12.0% | -30.0% | -18.4% |
| YTD | -10.5% | +41.3% | -51.7% | -11.2% |
| 1Y | -8.1% | +43.8% | -51.9% | -8.8% |
| 3Y | +97.7% | +171.1% | -73.4% | +94.7% |
| 5Y | +103.4% | +217.7% | -114.3% | +100.0% |
| All | +205.6% | +269.8% | -64.1% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling