+68.4%
T vs WAB
+282.7%
-214.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.6% | -4.6% | +9.1% | +5.7% |
| 3M | +12.2% | +5.6% | +6.6% | +10.6% |
| 6M | -6.5% | +13.8% | -20.3% | -9.7% |
| YTD | +4.9% | +31.9% | -27.0% | -2.3% |
| 1Y | -10.5% | +48.3% | -58.7% | -19.1% |
| 3Y | +104.6% | +167.1% | -62.6% | +55.6% |
| 5Y | +64.2% | +222.9% | -158.7% | +16.7% |
| 10Y | +68.4% | +289.9% | -221.5% | +3.0% |
| All | +68.4% | +282.7% | -214.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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