+1,710.5%
GS vs WAB
+2,649.4%
-938.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.6% | -0.8% | -3.9% |
| 7D | -6.3% | -2.5% | -3.9% | -5.2% |
| 30D | -3.1% | -4.4% | +1.2% | -1.2% |
| 3M | -17.7% | -5.9% | -11.7% | -15.5% |
| 6M | -4.6% | +5.9% | -10.5% | -7.3% |
| YTD | +0.3% | +30.9% | -30.6% | -11.2% |
| 1Y | +11.7% | +35.8% | -24.1% | -2.6% |
| 3Y | +183.6% | +154.0% | +29.6% | +88.8% |
| 5Y | +141.0% | +203.9% | -62.9% | +47.5% |
| 10Y | +507.4% | +286.7% | +220.7% | +218.0% |
| All | +1,710.5% | +2,649.4% | -938.9% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling