+231.1%
GM vs WAB
+296.8%
-65.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.2% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | -1.1% | -4.1% | +3.0% | +1.3% |
| 3M | +6.1% | +8.2% | -2.1% | +0.5% |
| 6M | +15.0% | +15.4% | -0.4% | +4.4% |
| YTD | +6.0% | +33.1% | -27.2% | -11.9% |
| 1Y | +47.1% | +48.1% | -1.0% | +14.3% |
| 3Y | +170.5% | +167.7% | +2.8% | +42.1% |
| 5Y | +80.5% | +225.7% | -145.2% | -15.5% |
| All | +231.1% | +296.8% | -65.7% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling