+167.4%
WAB vs GPC
+0.2%
+167.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | +5.1% | +0.4% | +4.6% | +5.0% |
| 30D | +4.0% | -6.3% | +10.3% | +5.4% |
| 3M | +0.1% | -8.2% | +8.3% | +1.8% |
| 6M | +12.8% | +27.1% | -14.3% | +5.9% |
| YTD | +40.1% | +3.1% | +36.9% | +36.3% |
| 1Y | +46.4% | +0.1% | +46.3% | +43.5% |
| 3Y | +167.4% | +0.2% | +167.1% | +146.6% |
| All | +167.4% | +0.2% | +167.2% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling