-55.2%
GLXY vs WAB
+46.5%
-101.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.1% | -18.1% | -17.9% |
| 7D | -26.8% | +4.5% | -31.4% | -29.6% |
| 30D | -38.3% | +1.1% | -39.4% | -38.8% |
| 3M | -36.9% | -1.3% | -35.6% | -36.3% |
| 6M | -52.1% | +12.7% | -64.9% | -56.4% |
| YTD | -37.5% | +38.7% | -76.2% | -57.2% |
| 1Y | -55.2% | +44.9% | -100.1% | -71.8% |
| All | -55.2% | +46.5% | -101.7% | -71.8% |
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