+4,092.2%
WAB vs GPC
+1,342.3%
+2,749.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | -3.2% | +1.2% | -4.4% | -3.9% |
| 30D | -4.4% | +6.0% | -10.4% | -7.8% |
| 3M | +7.9% | +42.6% | -34.8% | -14.5% |
| 6M | +8.7% | +22.8% | -14.1% | -6.1% |
| YTD | +33.0% | +15.5% | +17.5% | +17.3% |
| 1Y | +46.7% | +2.0% | +44.6% | +39.3% |
| 3Y | +153.0% | -1.4% | +154.4% | +130.4% |
| 5Y | +222.3% | +30.6% | +191.7% | +141.0% |
| 10Y | +291.0% | +80.6% | +210.4% | +126.5% |
| All | +4,092.2% | +1,342.3% | +2,749.9% | +857.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling