+438.8%
GS vs WAB
+266.7%
+172.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.8% |
| 7D | +5.9% | +5.1% | +0.8% | +3.0% |
| 30D | +4.3% | +4.0% | +0.3% | +2.1% |
| 3M | -11.7% | +0.1% | -11.8% | -11.8% |
| 6M | -3.2% | +12.8% | -16.0% | -9.9% |
| YTD | +5.8% | +40.1% | -34.3% | -12.8% |
| 1Y | +16.0% | +46.4% | -30.3% | -6.7% |
| 3Y | +199.8% | +167.4% | +32.4% | +73.2% |
| 5Y | +155.5% | +215.0% | -59.5% | +33.3% |
| All | +438.8% | +266.7% | +172.2% | +120.0% |
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