+654.3%
GS vs WAB
+291.6%
+362.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | +0.9% | -3.2% | +4.1% | +2.7% |
| 30D | -1.6% | -4.4% | +2.9% | +0.9% |
| 3M | -4.5% | +7.9% | -12.3% | -8.9% |
| 6M | +20.9% | +8.7% | +12.2% | +14.6% |
| YTD | +19.9% | +33.0% | -13.1% | +1.7% |
| 1Y | +41.4% | +46.7% | -5.2% | +13.3% |
| 3Y | +239.2% | +153.0% | +86.2% | +101.6% |
| 5Y | +185.0% | +222.3% | -37.2% | +46.9% |
| All | +654.3% | +291.6% | +362.7% | +197.0% |
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