+18.6%
GLXY vs WAB
+40.1%
-21.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.3% |
| 7D | +15.5% | +1.7% | +13.8% | +14.1% |
| 30D | +34.1% | -2.4% | +36.5% | +36.6% |
| 3M | -11.3% | +9.7% | -21.0% | -18.3% |
| 6M | +31.6% | +16.5% | +15.1% | +13.5% |
| YTD | +21.0% | +33.7% | -12.7% | -8.9% |
| 1Y | +11.7% | +49.7% | -38.0% | -22.9% |
| All | +18.6% | +40.1% | -21.5% | -15.4% |
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