+167.4%
WAB vs GRMN
+155.8%
+11.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | +4.0% | +1.2% | +2.8% | +3.6% |
| 3M | +0.1% | -8.9% | +9.0% | +2.2% |
| 6M | +12.8% | +23.0% | -10.2% | +5.9% |
| YTD | +40.1% | +41.2% | -1.2% | +26.3% |
| 1Y | +46.4% | +47.5% | -1.1% | +30.5% |
| 3Y | +167.4% | +155.8% | +11.6% | +104.4% |
| All | +167.4% | +155.8% | +11.6% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling