+227.9%
WAB vs CPB
-39.5%
+267.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.9% |
| 7D | -3.2% | -8.6% | +5.4% | -2.7% |
| 30D | -4.4% | -7.2% | +2.8% | -4.0% |
| 3M | +7.9% | +0.9% | +7.0% | +7.4% |
| 6M | +8.7% | -11.8% | +20.5% | +9.8% |
| YTD | +33.0% | -19.4% | +52.4% | +35.4% |
| 1Y | +46.7% | -30.4% | +77.0% | +51.7% |
| 3Y | +153.0% | -40.2% | +193.1% | +161.7% |
| All | +227.9% | -39.5% | +267.4% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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