+7,020.8%
WAB vs GRMN
+6,905.3%
+115.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | +7.9% | -0.1% | +8.0% | +7.9% |
| 30D | +4.9% | +3.5% | +1.4% | +3.5% |
| 3M | +1.8% | -7.3% | +9.1% | +4.0% |
| 6M | +12.0% | +21.8% | -9.8% | +3.8% |
| YTD | +41.3% | +42.8% | -1.5% | +24.0% |
| 1Y | +43.8% | +46.5% | -2.6% | +25.2% |
| 3Y | +171.1% | +158.3% | +12.8% | +90.6% |
| 5Y | +217.7% | +122.6% | +95.1% | +132.3% |
| 10Y | +272.3% | +638.0% | -365.7% | +88.1% |
| All | +7,020.8% | +6,905.3% | +115.5% | +2,138.1% |
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