+4,092.2%
WAB vs CPB
+125.9%
+3,966.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.5% |
| 7D | -3.2% | -8.6% | +5.4% | -1.4% |
| 30D | -4.4% | -7.2% | +2.8% | -3.1% |
| 3M | +7.9% | +0.9% | +7.0% | +6.9% |
| 6M | +8.7% | -11.8% | +20.5% | +10.7% |
| YTD | +33.0% | -19.4% | +52.4% | +37.9% |
| 1Y | +46.7% | -30.4% | +77.0% | +56.8% |
| 3Y | +153.0% | -40.2% | +193.1% | +175.7% |
| 5Y | +222.3% | -39.5% | +261.8% | +246.5% |
| 10Y | +291.0% | -47.4% | +338.4% | +316.6% |
| All | +4,092.2% | +125.9% | +3,966.3% | +2,945.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling