+486.7%
GS vs WAB
+287.6%
+199.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.4% |
| 7D | -3.2% | +1.4% | -4.6% | -3.9% |
| 30D | -2.4% | +0.4% | -2.8% | -2.6% |
| 3M | -15.7% | -3.8% | -11.9% | -14.0% |
| 6M | -6.8% | +5.1% | -11.8% | -9.9% |
| YTD | -0.1% | +33.3% | -33.4% | -15.5% |
| 1Y | +12.1% | +39.8% | -27.7% | -7.7% |
| 3Y | +185.8% | +161.1% | +24.7% | +66.8% |
| 5Y | +140.1% | +209.5% | -69.4% | +26.1% |
| All | +486.7% | +287.6% | +199.1% | +125.5% |
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