+216.3%
WAB vs GTLB
-49.8%
+266.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -0.2% | -4.1% | +3.9% | +0.1% |
| 30D | -5.9% | +12.3% | -18.2% | -6.9% |
| 3M | +9.4% | +65.9% | -56.5% | +4.3% |
| 6M | +13.8% | +104.0% | -90.1% | +5.7% |
| YTD | +31.8% | +26.0% | +5.7% | +27.9% |
| 1Y | +48.5% | -3.5% | +52.0% | +47.7% |
| 3Y | +167.0% | -9.6% | +176.6% | +160.2% |
| All | +216.3% | -49.8% | +266.2% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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