+236.3%
WAB vs GTLB
-49.4%
+285.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 6M | +12.8% | +116.5% | -103.7% | +4.5% |
| YTD | +40.1% | +27.2% | +12.9% | +35.7% |
| 1Y | +46.4% | +8.6% | +37.8% | +43.9% |
| 3Y | +167.4% | +5.6% | +161.8% | +156.9% |
| 5Y | +215.0% | -61.8% | +276.9% | +202.5% |
| All | +236.3% | -49.4% | +285.7% | +216.8% |
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