+19.4%
GLD vs WAB
+47.5%
-28.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +0.7% | +1.7% | -0.9% | +0.3% |
| 30D | +0.3% | -2.4% | +2.7% | +0.9% |
| 3M | +0.6% | +9.7% | -9.1% | -2.6% |
| 6M | -15.6% | +16.5% | -32.1% | -19.8% |
| YTD | +0.9% | +33.7% | -32.9% | -6.8% |
| 1Y | +19.4% | +49.7% | -30.3% | +8.7% |
| All | +19.4% | +47.5% | -28.2% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling