+288.4%
WAB vs GRMN
+646.0%
-357.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +0.2% | -1.4% | +1.6% | +0.8% |
| 30D | -4.6% | -13.1% | +8.5% | +1.2% |
| 3M | +5.6% | +14.9% | -9.3% | -1.8% |
| 6M | +13.8% | +13.1% | +0.7% | +6.3% |
| YTD | +31.9% | +35.3% | -3.4% | +13.1% |
| 1Y | +48.3% | +16.0% | +32.3% | +35.3% |
| 3Y | +167.1% | +179.6% | -12.5% | +49.2% |
| 5Y | +222.9% | +75.0% | +147.9% | +127.5% |
| All | +288.4% | +646.0% | -357.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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