+217.6%
WAB vs CG
-16.4%
+234.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.4% | +2.9% |
| 7D | +4.0% | +3.0% | +0.9% | +2.9% |
| 30D | +4.5% | +10.1% | -5.7% | +0.9% |
| 3M | +2.3% | -10.8% | +13.1% | +5.9% |
| 6M | +12.5% | -15.2% | +27.7% | +18.1% |
| YTD | +40.2% | -26.9% | +67.1% | +53.4% |
| 1Y | +45.2% | -17.0% | +62.3% | +51.7% |
| 3Y | +171.8% | +54.6% | +117.2% | +116.4% |
| 5Y | +217.6% | -16.7% | +234.3% | +209.2% |
| All | +217.6% | -16.4% | +234.0% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling