+217.8%
WAB vs GDDY
+390.3%
-172.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | +0.1% | -3.2% | +3.3% | +0.7% |
| 30D | -4.1% | +6.8% | -10.9% | -5.9% |
| 3M | +8.2% | +30.5% | -22.3% | -0.1% |
| 6M | +15.4% | +13.3% | +2.1% | +9.2% |
| YTD | +33.1% | -21.0% | +54.1% | +37.3% |
| 1Y | +48.1% | -34.0% | +82.1% | +60.2% |
| 3Y | +167.7% | +33.1% | +134.7% | +139.3% |
| 5Y | +225.7% | +30.3% | +195.4% | +188.4% |
| 10Y | +293.7% | +205.5% | +88.2% | +193.4% |
| All | +217.8% | +390.3% | -172.5% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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