+2,064.0%
GS vs WAB
+2,692.7%
-628.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | +0.9% | -3.2% | +4.1% | +2.4% |
| 30D | -1.6% | -4.4% | +2.9% | +0.4% |
| 3M | -4.5% | +7.9% | -12.3% | -7.9% |
| 6M | +20.9% | +8.7% | +12.2% | +16.1% |
| YTD | +19.9% | +33.0% | -13.1% | +5.5% |
| 1Y | +41.4% | +46.7% | -5.2% | +19.0% |
| 3Y | +239.2% | +153.0% | +86.2% | +125.9% |
| 5Y | +185.0% | +222.3% | -37.2% | +70.1% |
| 10Y | +655.0% | +291.0% | +364.0% | +292.7% |
| All | +2,064.0% | +2,692.7% | -628.6% | +437.4% |
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 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