+219.3%
WAB vs GTLB
-47.1%
+266.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | -3.2% | +11.1% | -14.3% | -4.1% |
| 30D | -4.4% | +37.8% | -42.2% | -7.1% |
| 3M | +7.9% | +61.6% | -53.7% | +3.1% |
| 6M | +8.7% | +98.9% | -90.2% | +1.3% |
| YTD | +33.0% | +32.8% | +0.2% | +28.6% |
| 1Y | +46.7% | +14.7% | +32.0% | +43.3% |
| 3Y | +153.0% | +1.3% | +151.6% | +144.1% |
| All | +219.3% | -47.1% | +266.4% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling