+4,056.8%
WAB vs GFI
+569.5%
+3,487.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.2% | +4.7% | -4.5% | -0.1% |
| 30D | -4.6% | +14.4% | -19.0% | -5.4% |
| 3M | +5.6% | +32.5% | -26.9% | +3.6% |
| 6M | +13.8% | -7.2% | +21.0% | +13.8% |
| YTD | +31.9% | +10.9% | +21.0% | +30.2% |
| 1Y | +48.3% | +35.5% | +12.8% | +44.3% |
| 3Y | +167.1% | +312.1% | -145.0% | +140.4% |
| 5Y | +222.9% | +524.6% | -301.7% | +179.1% |
| 10Y | +289.9% | +1,092.7% | -802.8% | +209.7% |
| All | +4,056.8% | +569.5% | +3,487.3% | +3,291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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