+216.6%
WAB vs GTLB
-50.8%
+267.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +0.2% | -6.6% | +6.8% | +0.8% |
| 30D | -4.6% | +13.7% | -18.3% | -5.7% |
| 3M | +5.6% | +52.9% | -47.3% | +1.5% |
| 6M | +13.8% | +88.5% | -74.7% | +6.5% |
| YTD | +31.9% | +23.4% | +8.4% | +28.2% |
| 1Y | +48.3% | -3.8% | +52.1% | +47.4% |
| 3Y | +167.1% | -11.5% | +178.6% | +160.8% |
| All | +216.6% | -50.8% | +267.4% | +199.4% |
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