+157.4%
GS vs WAB
+223.7%
-66.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.6% |
| 7D | +1.6% | +4.0% | -2.4% | -0.8% |
| 30D | +1.7% | +6.3% | -4.7% | -2.0% |
| 3M | -11.6% | +3.3% | -14.9% | -13.4% |
| 6M | -1.9% | +14.5% | -16.4% | -10.4% |
| YTD | +5.1% | +42.7% | -37.6% | -16.6% |
| 1Y | +16.4% | +45.2% | -28.8% | -8.6% |
| 3Y | +199.0% | +173.8% | +25.2% | +58.8% |
| 5Y | +157.4% | +223.8% | -66.4% | +21.6% |
| All | +157.4% | +223.7% | -66.3% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling