+40.4%
WAB vs CAI
-11.0%
+51.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | -5.1% | +4.9% | +0.2% |
| 30D | -5.9% | +3.9% | -9.8% | -6.2% |
| 3M | +9.4% | +40.1% | -30.7% | +6.2% |
| 6M | +13.8% | +29.7% | -15.8% | +10.4% |
| YTD | +31.8% | -10.9% | +42.7% | +30.8% |
| 1Y | +48.5% | -28.0% | +76.5% | +49.5% |
| All | +40.4% | -11.0% | +51.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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