+285.3%
WAB vs GPC
+93.7%
+191.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.9% |
| 7D | +4.0% | +0.8% | +3.1% | +3.6% |
| 30D | +4.5% | -1.1% | +5.5% | +4.9% |
| 3M | +2.3% | -6.6% | +8.9% | +5.6% |
| 6M | +12.5% | +22.2% | -9.8% | -1.0% |
| YTD | +40.2% | +5.1% | +35.1% | +31.5% |
| 1Y | +45.2% | +2.8% | +42.4% | +37.8% |
| 3Y | +171.8% | +2.4% | +169.4% | +142.9% |
| 5Y | +217.6% | +7.8% | +209.8% | +168.3% |
| 10Y | +285.3% | +87.2% | +198.1% | +126.6% |
| All | +285.3% | +93.7% | +191.6% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling