+103.2%
GLD vs WAB
+157.8%
-54.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | +4.7% | +1.4% | +3.3% | +4.4% |
| 30D | -0.9% | +0.4% | -1.3% | -1.0% |
| 3M | -4.4% | -3.8% | -0.6% | -4.0% |
| 6M | -13.6% | +5.1% | -18.6% | -14.4% |
| YTD | -6.0% | +33.3% | -39.3% | -9.0% |
| 1Y | +1.8% | +39.8% | -38.1% | -1.8% |
| 3Y | +103.2% | +161.1% | -57.9% | +70.4% |
| All | +103.2% | +157.8% | -54.6% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling