+219.0%
WAB vs GTLB
-62.5%
+281.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +5.1% | -0.7% | +5.8% | +5.1% |
| 30D | +4.0% | -10.2% | +14.2% | +4.9% |
| 3M | +0.1% | +10.1% | -10.0% | -0.9% |
| 6M | +12.8% | +116.5% | -103.7% | +4.6% |
| YTD | +40.1% | +27.2% | +12.9% | +35.8% |
| 1Y | +46.4% | +8.6% | +37.8% | +44.0% |
| 3Y | +167.4% | +5.6% | +161.8% | +157.0% |
| All | +219.0% | -62.5% | +281.5% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling