+16.4%
GS vs WAB
+47.8%
-31.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.6% |
| 7D | +1.6% | +4.0% | -2.4% | -0.6% |
| 30D | +1.7% | +6.3% | -4.7% | -1.7% |
| 3M | -11.6% | +3.3% | -14.9% | -13.3% |
| 6M | -1.9% | +14.5% | -16.4% | -9.3% |
| YTD | +5.1% | +42.7% | -37.6% | -16.8% |
| 1Y | +16.4% | +45.2% | -28.8% | -8.8% |
| All | +16.4% | +47.8% | -31.4% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling