+55.7%
T vs WAB
+216.2%
-160.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.4% | +0.2% |
| 7D | +1.7% | +4.0% | -2.3% | +1.2% |
| 30D | -1.7% | +4.5% | -6.2% | -2.3% |
| 3M | -7.3% | +2.3% | -9.6% | -7.7% |
| 6M | -11.2% | +12.5% | -23.7% | -12.8% |
| YTD | -8.1% | +40.2% | -48.2% | -12.6% |
| 1Y | -8.0% | +45.2% | -53.2% | -13.0% |
| 3Y | +62.1% | +171.8% | -109.7% | +32.3% |
| 5Y | +55.7% | +217.6% | -161.9% | +22.1% |
| All | +55.7% | +216.2% | -160.5% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling