+816.6%
GLD vs WAB
+2,648.6%
-1,832.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -3.2% | +2.7% | -0.4% |
| 30D | +4.4% | -4.4% | +8.8% | +4.5% |
| 3M | -1.1% | +7.9% | -9.0% | -1.3% |
| 6M | -13.8% | +8.7% | -22.5% | -14.0% |
| YTD | +2.6% | +33.0% | -30.3% | +2.0% |
| 1Y | +24.5% | +46.7% | -22.1% | +23.5% |
| 3Y | +125.8% | +153.0% | -27.1% | +121.7% |
| 5Y | +137.8% | +222.3% | -84.5% | +132.3% |
| 10Y | +221.4% | +291.0% | -69.6% | +211.0% |
| All | +816.6% | +2,648.6% | -1,832.0% | +711.0% |
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 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