+284.8%
WAB vs GPC
+79.8%
+205.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.5% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | +9.7% | +39.2% | -29.5% | -9.4% |
| 6M | +16.5% | +18.2% | -1.7% | +4.7% |
| YTD | +33.7% | +12.1% | +21.6% | +21.7% |
| 1Y | +49.7% | -0.7% | +50.3% | +45.5% |
| 3Y | +170.9% | -1.7% | +172.6% | +149.8% |
| 5Y | +228.0% | +29.3% | +198.8% | +148.5% |
| 10Y | +284.8% | +80.7% | +204.1% | +131.0% |
| All | +284.8% | +79.8% | +205.0% | +131.0% |
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