+238.7%
GM vs WAB
+1,211.7%
-973.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.6% |
| 7D | +0.4% | +1.7% | -1.3% | -0.6% |
| 30D | -1.8% | -2.4% | +0.6% | -0.5% |
| 3M | +2.6% | +9.7% | -7.0% | -3.4% |
| 6M | +14.6% | +16.5% | -2.0% | +3.9% |
| YTD | +6.2% | +33.7% | -27.5% | -11.2% |
| 1Y | +48.7% | +49.7% | -1.0% | +16.0% |
| 3Y | +168.3% | +170.9% | -2.6% | +44.4% |
| 5Y | +82.8% | +228.0% | -145.3% | -11.5% |
| 10Y | +226.2% | +284.8% | -58.6% | +29.2% |
| All | +238.7% | +1,211.7% | -973.0% | -30.1% |
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 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