-5.4%
GLXY vs WAB
+47.7%
-53.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.4% | -5.6% | -6.0% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +28.8% | -4.6% | +33.4% | +33.5% |
| 3M | -23.0% | +5.6% | -28.7% | -26.8% |
| 6M | +17.0% | +13.8% | +3.2% | +2.0% |
| YTD | +12.5% | +31.9% | -19.4% | -17.2% |
| 1Y | -5.4% | +48.3% | -53.6% | -34.6% |
| All | -5.4% | +47.7% | -53.1% | -34.6% |
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