+6,960.4%
WAB vs GRMN
+6,828.2%
+132.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +5.1% | -0.9% | +6.0% | +5.4% |
| 30D | +4.0% | +1.2% | +2.8% | +3.4% |
| 3M | +0.1% | -8.9% | +9.0% | +2.8% |
| 6M | +12.8% | +23.0% | -10.2% | +4.3% |
| YTD | +40.1% | +41.2% | -1.2% | +23.3% |
| 1Y | +46.4% | +47.5% | -1.1% | +27.1% |
| 3Y | +167.4% | +155.8% | +11.6% | +88.6% |
| 5Y | +215.0% | +120.2% | +94.9% | +131.2% |
| 10Y | +269.2% | +629.9% | -360.7% | +87.2% |
| All | +6,960.4% | +6,828.2% | +132.2% | +2,126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling