+728.5%
WAB vs CG
+300.6%
+427.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +4.0% | +2.0% | +2.1% | +3.3% |
| 30D | +6.3% | +8.5% | -2.2% | +2.9% |
| 3M | +3.3% | -12.1% | +15.4% | +7.8% |
| 6M | +14.5% | -16.4% | +30.9% | +21.2% |
| YTD | +42.7% | -28.0% | +70.6% | +57.9% |
| 1Y | +45.2% | -18.9% | +64.1% | +53.4% |
| 3Y | +173.8% | +51.2% | +122.5% | +117.6% |
| 5Y | +223.8% | -15.9% | +239.6% | +209.7% |
| 10Y | +280.5% | +305.9% | -25.4% | +98.9% |
| All | +728.5% | +300.6% | +427.9% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling