-9.8%
T vs WAB
+47.8%
-57.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.6% | -4.6% | +9.1% | +4.9% |
| 3M | +12.2% | +5.6% | +6.6% | +12.0% |
| 6M | -6.5% | +13.8% | -20.3% | -6.6% |
| YTD | +4.9% | +31.9% | -27.0% | +4.7% |
| All | -9.8% | +47.8% | -57.6% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling