+186.8%
GS vs WAB
+153.1%
+33.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.6% | -0.8% | -2.9% |
| 7D | -6.3% | -2.5% | -3.9% | -4.8% |
| 30D | -3.1% | -4.4% | +1.2% | -0.4% |
| 3M | -17.7% | -5.9% | -11.7% | -14.6% |
| 6M | -4.6% | +5.9% | -10.5% | -8.7% |
| YTD | +0.3% | +30.9% | -30.6% | -16.7% |
| 1Y | +11.7% | +35.8% | -24.1% | -9.5% |
| All | +186.8% | +153.1% | +33.7% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling