+43.8%
WAB vs CG
-26.5%
+70.3%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.1% |
| 7D | +7.9% | -1.5% | +9.4% | +8.3% |
| 30D | +4.9% | +5.7% | -0.8% | +3.7% |
| 3M | +1.8% | -17.9% | +19.7% | +7.0% |
| 6M | +12.0% | -20.2% | +32.2% | +18.3% |
| YTD | +41.3% | -32.0% | +73.3% | +52.2% |
| 1Y | +43.8% | -27.0% | +70.9% | +48.3% |
| All | +43.8% | -26.5% | +70.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling